+373.1%
EFX vs CG
+282.0%
+91.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -0.8% | +0.2% | -1.0% | -1.0% |
| 30D | +25.1% | +11.2% | +13.9% | +20.6% |
| 3M | +1.7% | -22.1% | +23.7% | +10.1% |
| 6M | +18.4% | -17.9% | +36.3% | +25.3% |
| YTD | -12.5% | -31.3% | +18.8% | -2.2% |
| 1Y | -8.1% | -24.0% | +15.9% | -0.7% |
| 3Y | +4.8% | +45.0% | -40.2% | -11.8% |
| 5Y | -30.1% | -22.6% | -7.5% | -31.1% |
| 10Y | +81.5% | +282.1% | -200.7% | +17.3% |
| All | +373.1% | +282.0% | +91.1% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling