-13.0%
EFX vs CG
+48.1%
-61.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.6% |
| 7D | -9.4% | -6.4% | -2.9% | -7.2% |
| 30D | -6.9% | -7.1% | +0.2% | -4.4% |
| 3M | +0.1% | -1.6% | +1.7% | +0.3% |
| 6M | -17.3% | -8.3% | -9.0% | -15.2% |
| YTD | -21.8% | -23.8% | +2.0% | -14.7% |
| 1Y | -32.5% | -28.7% | -3.8% | -25.0% |
| All | -13.0% | +48.1% | -61.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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