+105.2%
CTVA vs EFX
-37.1%
+142.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.7% | -11.1% | +6.5% | -2.3% |
| 30D | +11.1% | -7.4% | +18.5% | +12.7% |
| 3M | +13.7% | +1.5% | +12.2% | +12.8% |
| 6M | +11.2% | -13.7% | +24.9% | +13.9% |
| YTD | +26.9% | -21.9% | +48.7% | +32.4% |
| 1Y | +18.8% | -30.8% | +49.6% | +27.5% |
| 3Y | +75.9% | -12.4% | +88.3% | +73.9% |
| 5Y | +105.2% | -35.9% | +141.2% | +123.3% |
| All | +105.2% | -37.1% | +142.3% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling