-8.4%
CVE vs EFX
+13.6%
-21.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -2.6% |
| 7D | -14.1% | +8.1% | -22.1% | -12.8% |
| 30D | -11.6% | +36.0% | -47.7% | -6.9% |
| 3M | 0.0% | +9.6% | -9.6% | +1.6% |
| 6M | -8.4% | +14.7% | -23.1% | -6.6% |
| All | -8.4% | +13.6% | -21.9% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling