+73.9%
CTVA vs EFX
-12.2%
+86.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -4.5% | -4.5% | 0.0% | -3.7% |
| 30D | +11.3% | -6.1% | +17.4% | +12.5% |
| 3M | +12.3% | +6.2% | +6.1% | +10.7% |
| 6M | +7.2% | -11.2% | +18.4% | +9.0% |
| YTD | +26.0% | -21.4% | +47.4% | +31.3% |
| 1Y | +16.0% | -34.3% | +50.3% | +26.6% |
| 3Y | +73.9% | -12.5% | +86.4% | +70.9% |
| All | +73.9% | -12.2% | +86.1% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling