+108.4%
CSCO vs EFX
-12.7%
+121.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | 0.0% | -9.4% | +9.3% | +0.9% |
| 30D | -10.7% | -6.9% | -3.8% | -10.3% |
| 3M | -8.7% | +0.1% | -8.9% | -9.2% |
| 6M | +44.9% | -17.3% | +62.2% | +48.3% |
| YTD | +44.1% | -21.8% | +66.0% | +48.6% |
| 1Y | +65.9% | -32.5% | +98.4% | +75.3% |
| All | +108.4% | -12.7% | +121.0% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling