+345.2%
EFX vs CG
+351.2%
-5.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.7% | -5.8% |
| 7D | -8.6% | -4.3% | -4.3% | -7.3% |
| 30D | +0.1% | -5.1% | +5.2% | +1.8% |
| 3M | +3.8% | +8.7% | -4.8% | +0.6% |
| 6M | -13.5% | -9.2% | -4.3% | -11.3% |
| YTD | -17.7% | -18.9% | +1.2% | -12.7% |
| 1Y | -25.6% | -25.6% | +0.1% | -19.2% |
| 3Y | -12.1% | +57.3% | -69.4% | -27.9% |
| 5Y | -33.8% | +10.2% | -44.0% | -41.2% |
| 10Y | +45.1% | +364.2% | -319.1% | -11.6% |
| All | +345.2% | +351.2% | -5.9% | +162.5% |
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