+6,781.2%
CME vs EFX
+851.1%
+5,930.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +2.3% |
| 7D | -1.6% | -8.6% | +7.1% | +2.0% |
| 30D | +6.2% | +0.1% | +6.1% | +5.8% |
| 3M | +10.4% | +3.8% | +6.6% | +7.5% |
| 6M | -9.5% | -13.5% | +4.0% | -6.0% |
| YTD | +6.0% | -17.7% | +23.7% | +11.3% |
| 1Y | +9.3% | -25.6% | +34.8% | +18.9% |
| 3Y | +57.7% | -12.1% | +69.7% | +47.2% |
| 5Y | +77.7% | -33.8% | +111.5% | +81.5% |
| 10Y | +281.2% | +45.1% | +236.1% | +122.2% |
| All | +6,781.2% | +851.1% | +5,930.1% | +1,049.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling