+2,609.7%
CLS vs EFX
+1,007.5%
+1,602.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.4% | +5.0% |
| 7D | +23.5% | -3.6% | +27.2% | +25.6% |
| 30D | -28.9% | +25.3% | -54.2% | -37.4% |
| 3M | -25.2% | +3.8% | -29.0% | -28.8% |
| 6M | -32.1% | +12.7% | -44.8% | -39.4% |
| YTD | -14.1% | -13.1% | -0.9% | -15.2% |
| 1Y | -24.1% | -9.3% | -14.7% | -26.8% |
| 3Y | +897.0% | +3.5% | +893.4% | +764.2% |
| 5Y | +2,089.9% | -30.6% | +2,120.5% | +2,162.3% |
| 10Y | +2,022.2% | +80.2% | +1,942.1% | +1,120.9% |
| All | +2,609.7% | +1,007.5% | +1,602.2% | +478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling