+308.5%
CSCO vs EFX
+80.5%
+228.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -7.0% | -6.4% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | -15.8% | +25.1% | -41.0% | -20.7% |
| 3M | -15.4% | +1.7% | -17.0% | -16.4% |
| 6M | -5.4% | +18.4% | -23.8% | -11.1% |
| YTD | +26.5% | -12.5% | +39.0% | +28.0% |
| 1Y | +25.9% | -8.1% | +34.0% | +25.5% |
| 3Y | +97.5% | +4.8% | +92.8% | +81.6% |
| 5Y | +93.0% | -30.1% | +123.1% | +97.5% |
| All | +308.5% | +80.5% | +228.0% | +194.9% |
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