+335.7%
CSCO vs EFX
+79.2%
+256.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | +6.6% | -3.6% | +10.2% | +7.5% |
| 30D | -11.3% | +25.3% | -36.6% | -16.5% |
| 3M | -17.3% | +3.8% | -21.1% | -18.8% |
| 6M | +3.5% | +12.7% | -9.2% | -1.5% |
| YTD | +34.9% | -13.1% | +48.0% | +36.8% |
| 1Y | +40.5% | -9.3% | +49.8% | +40.5% |
| 3Y | +109.3% | +3.5% | +105.7% | +93.0% |
| 5Y | +105.9% | -30.6% | +136.5% | +111.1% |
| All | +335.7% | +79.2% | +256.5% | +215.1% |
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