+377.3%
CSCO vs EFX
+38.5%
+338.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | 0.0% | -9.4% | +9.3% | +2.3% |
| 30D | -10.7% | -6.9% | -3.8% | -9.4% |
| 3M | -8.7% | +0.1% | -8.9% | -9.9% |
| 6M | +44.9% | -17.3% | +62.2% | +50.0% |
| YTD | +44.1% | -21.8% | +66.0% | +50.8% |
| 1Y | +65.9% | -32.5% | +98.4% | +80.5% |
| 3Y | +109.0% | -12.3% | +121.4% | +102.6% |
| 5Y | +114.8% | -36.6% | +151.4% | +125.4% |
| 10Y | +377.3% | +41.0% | +336.3% | +264.6% |
| All | +377.3% | +38.5% | +338.8% | +264.6% |
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 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