+7,496.8%
CME vs EFX
+911.2%
+6,585.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | +10.2% | +29.1% | -19.0% | -1.3% |
| 3M | +17.8% | +4.3% | +13.5% | +14.7% |
| 6M | +11.0% | +7.7% | +3.3% | +5.2% |
| YTD | +17.0% | -12.5% | +29.5% | +19.0% |
| 1Y | +15.8% | -8.8% | +24.6% | +15.5% |
| 3Y | +61.8% | +4.3% | +57.4% | +39.3% |
| 5Y | +72.5% | -29.4% | +101.9% | +71.1% |
| 10Y | +288.0% | +78.1% | +209.9% | +100.5% |
| All | +7,496.8% | +911.2% | +6,585.6% | +1,129.4% |
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