-36.6%
EFX vs CG
+5.5%
-42.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.4% |
| 7D | -9.4% | -6.4% | -2.9% | -6.8% |
| 30D | -6.9% | -7.1% | +0.2% | -4.0% |
| 3M | +0.1% | -1.6% | +1.7% | +0.2% |
| 6M | -17.3% | -8.3% | -9.0% | -15.0% |
| YTD | -21.8% | -23.8% | +2.0% | -13.6% |
| 1Y | -32.5% | -28.7% | -3.8% | -23.8% |
| 3Y | -12.3% | +49.2% | -61.5% | -33.8% |
| 5Y | -36.6% | +5.5% | -42.1% | -45.8% |
| All | -36.6% | +5.5% | -42.1% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling