+3,231.7%
CLS vs EFX
+949.8%
+2,282.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +3.9% |
| 7D | +4.6% | -8.6% | +13.2% | +9.1% |
| 30D | -13.9% | +0.1% | -14.0% | -14.5% |
| 3M | -26.6% | +3.8% | -30.4% | -30.0% |
| 6M | +15.4% | -13.5% | +28.9% | +19.2% |
| YTD | +5.7% | -17.7% | +23.3% | +9.7% |
| 1Y | +41.1% | -25.6% | +66.7% | +52.5% |
| 3Y | +1,228.6% | -12.1% | +1,240.7% | +1,180.0% |
| 5Y | +3,240.6% | -33.8% | +3,274.5% | +3,509.1% |
| 10Y | +2,760.3% | +45.1% | +2,715.2% | +1,789.8% |
| All | +3,231.7% | +949.8% | +2,282.0% | +649.1% |
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