-31.1%
EFX vs CAPR
+42.0%
-73.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.6% | -3.1% |
| 7D | -7.8% | -9.5% | +1.7% | -7.8% |
| 30D | -5.7% | +121.5% | -127.2% | -5.6% |
| 3M | +2.5% | -65.4% | +67.9% | +2.5% |
| 6M | -16.7% | -67.5% | +50.9% | -16.7% |
| YTD | -20.2% | -68.6% | +48.4% | -20.2% |
| All | -31.1% | +42.0% | -73.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling