+95.2%
CNC vs EFX
+42.6%
+52.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -0.9% | -4.5% | +3.6% | +0.3% |
| 30D | -1.0% | -6.1% | +5.1% | +0.5% |
| 3M | +4.5% | +6.2% | -1.7% | +2.0% |
| 6M | +85.2% | -11.2% | +96.4% | +88.9% |
| YTD | +61.4% | -21.4% | +82.8% | +69.7% |
| 1Y | +94.9% | -34.3% | +129.2% | +114.7% |
| 3Y | 0.0% | -12.5% | +12.5% | -1.3% |
| 5Y | +11.2% | -35.6% | +46.8% | +17.5% |
| All | +95.2% | +42.6% | +52.7% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling