+73.2%
CVE vs EFX
-11.7%
+84.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.1% | -0.8% |
| 7D | +2.5% | -8.6% | +11.1% | +3.3% |
| 30D | +16.7% | +0.1% | +16.6% | +16.6% |
| 3M | +9.3% | +3.8% | +5.4% | +8.4% |
| 6M | +43.6% | -13.5% | +57.1% | +46.0% |
| YTD | +93.6% | -17.7% | +111.2% | +98.0% |
| 1Y | +98.8% | -25.6% | +124.3% | +106.9% |
| All | +73.2% | -11.7% | +84.8% | +77.6% |
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 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