+3,264.4%
CSGP vs EFX
+966.0%
+2,298.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +3.9% | +0.7% |
| 7D | -4.1% | -8.6% | +4.6% | +0.2% |
| 30D | +2.3% | +0.1% | +2.2% | +2.3% |
| 3M | -8.2% | +3.8% | -12.0% | -9.9% |
| 6M | -35.1% | -13.5% | -21.5% | -30.6% |
| YTD | -54.0% | -17.7% | -36.4% | -49.8% |
| 1Y | -65.3% | -25.6% | -39.7% | -60.4% |
| 3Y | -62.6% | -12.1% | -50.5% | -62.0% |
| 5Y | -64.8% | -33.8% | -31.0% | -59.8% |
| 10Y | +45.1% | +45.1% | -0.1% | +5.5% |
| All | +3,264.4% | +966.0% | +2,298.4% | +811.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling