+216.7%
CTVA vs EFX
+47.8%
+168.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -4.5% | -4.5% | 0.0% | -3.2% |
| 30D | +11.3% | -6.1% | +17.4% | +13.2% |
| 3M | +12.3% | +6.2% | +6.1% | +9.5% |
| 6M | +7.2% | -11.2% | +18.4% | +9.7% |
| YTD | +26.0% | -21.4% | +47.4% | +33.0% |
| 1Y | +16.0% | -34.3% | +50.3% | +29.9% |
| 3Y | +73.9% | -12.5% | +86.4% | +69.1% |
| 5Y | +103.8% | -35.6% | +139.4% | +119.4% |
| All | +216.7% | +47.8% | +168.9% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling