+134.0%
CNC vs EFX
-25.2%
+159.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +4.9% | -0.5% |
| 7D | +3.5% | -8.6% | +12.2% | +4.8% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +6.9% | +3.8% | +3.1% | +5.8% |
| 6M | +49.0% | -13.5% | +62.5% | +53.0% |
| YTD | +62.9% | -17.7% | +80.6% | +70.7% |
| 1Y | +134.0% | -25.6% | +159.6% | +149.6% |
| All | +134.0% | -25.2% | +159.2% | +149.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling