-7.7%
EFX vs CAPR
+47.3%
-55.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -6.4% |
| 7D | -8.6% | -2.0% | -6.7% | -8.6% |
| 30D | +0.1% | +139.2% | -139.1% | -0.3% |
| 3M | +3.8% | -66.4% | +70.2% | +4.0% |
| 6M | -13.5% | -63.1% | +49.6% | -13.4% |
| YTD | -17.7% | -67.4% | +49.8% | -17.5% |
| 1Y | -25.6% | +58.2% | -83.8% | -27.9% |
| All | -7.7% | +47.3% | -55.0% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling