+62.6%
CSGP vs EFX
+78.9%
-16.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.1% | -2.0% | -5.1% | -6.2% |
| 30D | +3.6% | +27.9% | -24.3% | -8.0% |
| 3M | -2.7% | +3.8% | -6.6% | -4.4% |
| 6M | -8.0% | +13.0% | -21.0% | -13.3% |
| YTD | -55.0% | -12.4% | -42.6% | -52.5% |
| 1Y | -55.8% | -10.4% | -45.4% | -53.8% |
| 3Y | -62.0% | +4.4% | -66.4% | -64.4% |
| 5Y | -62.9% | -28.9% | -34.0% | -59.6% |
| 10Y | +62.6% | +81.7% | -19.1% | +11.3% |
| All | +62.6% | +78.9% | -16.3% | +11.3% |
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 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