-63.2%
CSGP vs EFX
-31.2%
-32.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -3.5% |
| 7D | +1.3% | +2.7% | -1.4% | -0.1% |
| 30D | +10.7% | +33.1% | -22.4% | -4.9% |
| 3M | +3.3% | +8.2% | -4.9% | -0.9% |
| 6M | -10.3% | +10.2% | -20.5% | -15.1% |
| YTD | -54.6% | -11.8% | -42.7% | -52.1% |
| 1Y | -54.6% | -6.1% | -48.6% | -53.8% |
| 3Y | -60.3% | +7.5% | -67.8% | -64.8% |
| All | -63.2% | -31.2% | -32.0% | -59.4% |
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