-54.8%
CSGP vs EFX
-7.6%
-47.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.4% |
| 7D | +1.3% | -0.8% | +2.1% | +1.9% |
| 30D | +2.8% | +25.1% | -22.3% | -10.5% |
| 3M | -6.3% | +1.7% | -8.0% | -7.5% |
| 6M | -3.2% | +18.4% | -21.5% | -12.5% |
| YTD | -54.0% | -12.5% | -41.4% | -52.8% |
| 1Y | -54.8% | -8.1% | -46.7% | -54.5% |
| All | -54.8% | -7.6% | -47.2% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling