+75.3%
CME vs EFX
-36.4%
+111.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -1.1% | -9.4% | +8.3% | -0.1% |
| 30D | +4.2% | -6.9% | +11.1% | +4.9% |
| 3M | +7.3% | +0.1% | +7.2% | +7.1% |
| 6M | -11.4% | -17.3% | +5.9% | -9.9% |
| YTD | +3.5% | -21.8% | +25.4% | +5.7% |
| 1Y | +8.6% | -32.5% | +41.1% | +12.6% |
| 3Y | +51.6% | -12.3% | +63.9% | +46.8% |
| 5Y | +75.3% | -36.6% | +111.9% | +86.2% |
| All | +75.3% | -36.4% | +111.7% | +86.2% |
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 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