-35.1%
CLS vs EFX
+11.9%
-47.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.8% | -2.0% | +4.7% | +2.0% |
| 30D | -30.1% | +27.9% | -58.0% | -23.7% |
| 3M | -21.7% | +3.8% | -25.6% | -19.0% |
| All | -35.1% | +11.9% | -47.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling