+4,369.3%
CNC vs EFX
+796.9%
+3,572.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | -4.9% | -9.4% | +4.5% | -1.2% |
| 30D | -3.8% | -6.9% | +3.1% | -1.4% |
| 3M | -3.2% | +0.1% | -3.4% | -4.6% |
| 6M | +47.9% | -17.3% | +65.2% | +56.7% |
| YTD | +55.7% | -21.8% | +77.5% | +67.1% |
| 1Y | +106.2% | -32.5% | +138.8% | +133.7% |
| 3Y | -2.1% | -12.3% | +10.3% | -5.0% |
| 5Y | +3.4% | -36.6% | +40.0% | +10.3% |
| 10Y | +91.7% | +41.0% | +50.6% | +28.5% |
| All | +4,369.3% | +796.9% | +3,572.4% | +957.5% |
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