+206,635.5%
CSCO vs EFX
+6,933.4%
+199,702.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | +6.6% | -3.6% | +10.2% | +7.9% |
| 30D | -11.3% | +25.3% | -36.6% | -18.9% |
| 3M | -17.3% | +3.8% | -21.1% | -19.7% |
| 6M | +3.5% | +12.7% | -9.2% | -3.8% |
| YTD | +34.9% | -13.1% | +48.0% | +35.8% |
| 1Y | +40.5% | -9.3% | +49.8% | +39.0% |
| 3Y | +109.3% | +3.5% | +105.7% | +88.6% |
| 5Y | +105.9% | -30.6% | +136.5% | +109.2% |
| 10Y | +335.8% | +80.2% | +255.7% | +185.7% |
| All | +206,635.5% | +6,933.4% | +199,702.1% | +36,837.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling