+72.5%
CME vs EFX
-31.6%
+104.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | +10.2% | +29.1% | -19.0% | +7.3% |
| 3M | +17.8% | +4.3% | +13.5% | +17.0% |
| 6M | +11.0% | +7.7% | +3.3% | +9.7% |
| YTD | +17.0% | -12.5% | +29.5% | +17.8% |
| 1Y | +15.8% | -8.8% | +24.6% | +16.0% |
| 3Y | +61.8% | +4.3% | +57.4% | +53.0% |
| 5Y | +72.5% | -29.4% | +101.9% | +79.3% |
| All | +72.5% | -31.6% | +104.1% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling