-63.1%
CSGP vs EFX
-31.6%
-31.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -3.2% | +0.3% | -3.4% | -3.3% |
| 30D | +2.2% | +29.1% | -26.9% | -10.8% |
| 3M | -3.7% | +4.3% | -7.9% | -5.8% |
| 6M | -7.4% | +7.7% | -15.2% | -11.3% |
| YTD | -54.9% | -12.5% | -42.4% | -52.3% |
| 1Y | -54.9% | -8.8% | -46.1% | -53.3% |
| 3Y | -61.9% | +4.3% | -66.3% | -65.6% |
| 5Y | -63.1% | -29.4% | -33.7% | -60.0% |
| All | -63.1% | -31.6% | -31.5% | -60.0% |
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