+45.6%
CSX vs EFX
-8.6%
+54.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +2.8% |
| 7D | -2.2% | -2.2% | 0.0% | -2.0% |
| 30D | +6.8% | +29.2% | -22.4% | +4.7% |
| 3M | +0.7% | +3.5% | -2.8% | +0.1% |
| 6M | +13.3% | +7.8% | +5.5% | +12.3% |
| YTD | +40.5% | -12.4% | +52.9% | +41.8% |
| All | +45.6% | -8.6% | +54.2% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling