-32.0%
EFX vs CAPR
+160.6%
-192.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.4% | -10.1% | -0.7% |
| 7D | -2.2% | +36.0% | -38.2% | -2.4% |
| 30D | +29.2% | +25.8% | +3.4% | +28.9% |
| 3M | +3.5% | +140.8% | -137.4% | +2.6% |
| 6M | +7.8% | -67.6% | +75.4% | +8.1% |
| YTD | -12.4% | -65.9% | +53.5% | -12.3% |
| 1Y | -8.2% | +66.1% | -74.3% | -12.1% |
| 3Y | +4.7% | +256.9% | -252.2% | -9.8% |
| 5Y | -32.0% | +172.1% | -204.1% | -41.6% |
| All | -32.0% | +160.6% | -192.6% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling