+53.5%
CME vs EFX
-12.5%
+66.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.0% |
| 7D | -2.9% | -7.8% | +5.0% | -2.6% |
| 30D | +5.5% | -5.7% | +11.2% | +5.7% |
| 3M | +11.0% | +2.5% | +8.5% | +10.8% |
| 6M | -9.7% | -16.7% | +7.0% | -9.3% |
| YTD | +4.9% | -20.2% | +25.1% | +5.3% |
| 1Y | +10.1% | -31.4% | +41.5% | +10.9% |
| 3Y | +53.5% | -10.5% | +64.0% | +55.7% |
| All | +53.5% | -12.5% | +66.0% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling