+274.2%
CME vs EFX
+42.6%
+231.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | -1.6% | -4.5% | +3.0% | -0.7% |
| 30D | +5.6% | -6.1% | +11.7% | +6.7% |
| 3M | +5.6% | +6.2% | -0.6% | +3.9% |
| 6M | -8.3% | -11.2% | +3.0% | -6.9% |
| YTD | +4.3% | -21.4% | +25.7% | +8.0% |
| 1Y | +9.1% | -34.3% | +43.4% | +17.0% |
| 3Y | +52.1% | -12.5% | +64.6% | +46.9% |
| 5Y | +79.7% | -35.6% | +115.2% | +85.0% |
| All | +274.2% | +42.6% | +231.7% | +196.2% |
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