+224.3%
CTVA vs EFX
+50.1%
+174.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -1.3% |
| 7D | -2.1% | -7.8% | +5.7% | +0.3% |
| 30D | +12.0% | -5.7% | +17.8% | +13.8% |
| 3M | +13.5% | +2.5% | +11.0% | +11.8% |
| 6M | +12.1% | -16.7% | +28.8% | +17.1% |
| YTD | +29.0% | -20.2% | +49.2% | +35.5% |
| 1Y | +18.9% | -31.4% | +50.2% | +31.0% |
| 3Y | +78.9% | -10.5% | +89.4% | +72.6% |
| 5Y | +105.2% | -35.2% | +140.5% | +121.1% |
| All | +224.3% | +50.1% | +174.2% | +86.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling