+369.7%
EFX vs CG
+278.1%
+91.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +0.6% |
| 7D | -3.6% | -1.5% | -2.1% | -3.3% |
| 30D | +25.3% | +5.7% | +19.6% | +22.8% |
| 3M | +3.8% | -17.9% | +21.7% | +10.5% |
| 6M | +12.7% | -20.2% | +32.9% | +20.5% |
| YTD | -13.1% | -32.0% | +18.9% | -2.6% |
| 1Y | -9.3% | -27.0% | +17.7% | -0.8% |
| 3Y | +3.5% | +42.8% | -39.2% | -12.4% |
| 5Y | -30.6% | -23.4% | -7.2% | -31.4% |
| 10Y | +80.2% | +278.2% | -198.0% | +16.9% |
| All | +369.7% | +278.1% | +91.6% | +192.9% |
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