+300.3%
CME vs EFX
+79.2%
+221.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | +2.7% | -3.6% | +6.3% | +3.4% |
| 30D | +13.5% | +25.3% | -11.8% | +8.4% |
| 3M | +20.9% | +3.8% | +17.1% | +19.6% |
| 6M | +11.5% | +12.7% | -1.2% | +8.0% |
| YTD | +19.5% | -13.1% | +32.6% | +21.1% |
| 1Y | +17.2% | -9.3% | +26.6% | +17.7% |
| 3Y | +65.1% | +3.5% | +61.6% | +53.3% |
| 5Y | +73.1% | -30.6% | +103.7% | +76.3% |
| All | +300.3% | +79.2% | +221.1% | +196.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling