+16.5%
CME vs EFX
-7.6%
+24.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | +11.3% | +25.1% | -13.8% | +9.5% |
| 3M | +19.6% | +1.7% | +17.9% | +18.7% |
| 6M | +8.1% | +18.4% | -10.3% | +6.7% |
| YTD | +20.4% | -12.5% | +32.9% | +19.6% |
| 1Y | +16.5% | -8.1% | +24.6% | +15.9% |
| All | +16.5% | -7.6% | +24.1% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling