+231.7%
CTVA vs EFX
+54.8%
+176.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | +1.1% |
| 7D | +4.9% | -8.6% | +13.6% | +7.7% |
| 30D | +11.9% | +0.1% | +11.8% | +11.6% |
| 3M | +13.7% | +3.8% | +9.8% | +11.6% |
| 6M | +13.1% | -13.5% | +26.7% | +16.8% |
| YTD | +32.0% | -17.7% | +49.6% | +37.3% |
| 1Y | +22.1% | -25.6% | +47.6% | +30.9% |
| 3Y | +77.5% | -12.1% | +89.6% | +72.9% |
| 5Y | +106.3% | -33.8% | +140.1% | +121.2% |
| All | +231.7% | +54.8% | +176.8% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling