+3,388.4%
CSGP vs EFX
+1,067.1%
+2,321.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -2.1% |
| 7D | +13.9% | +8.1% | +5.8% | +9.7% |
| 30D | +16.0% | +36.0% | -20.1% | -0.4% |
| 3M | +6.1% | +9.6% | -3.5% | +1.4% |
| 6M | -8.2% | +14.7% | -22.9% | -14.4% |
| YTD | -52.3% | -9.9% | -42.5% | -50.3% |
| 1Y | -54.5% | -5.4% | -49.1% | -53.7% |
| 3Y | -58.6% | +9.3% | -67.9% | -62.2% |
| 5Y | -61.5% | -29.1% | -32.4% | -57.3% |
| 10Y | +74.7% | +72.5% | +2.2% | +16.3% |
| All | +3,388.4% | +1,067.1% | +2,321.4% | +803.2% |
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