-58.4%
CSGP vs EFX
+9.9%
-68.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -2.1% |
| 7D | +13.9% | +8.1% | +5.8% | +9.6% |
| 30D | +16.0% | +36.0% | -20.1% | -0.5% |
| 3M | +6.1% | +9.6% | -3.5% | +1.2% |
| 6M | -8.2% | +14.7% | -22.9% | -14.5% |
| YTD | -52.3% | -9.9% | -42.5% | -51.0% |
| 1Y | -54.5% | -5.4% | -49.1% | -54.1% |
| All | -58.4% | +9.9% | -68.3% | -65.9% |
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