+103.6%
CSCO vs EFX
-29.6%
+133.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | -2.8% | -2.0% | -0.8% | -2.5% |
| 30D | -12.6% | +27.9% | -40.5% | -16.4% |
| 3M | -16.0% | +3.8% | -19.9% | -16.9% |
| 6M | +2.8% | +13.0% | -10.1% | -0.6% |
| YTD | +33.2% | -12.4% | +45.6% | +35.5% |
| 1Y | +43.1% | -10.4% | +53.5% | +44.7% |
| 3Y | +106.7% | +4.4% | +102.2% | +92.7% |
| 5Y | +103.6% | -28.9% | +132.5% | +107.0% |
| All | +103.6% | -29.6% | +133.2% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling