+40.2%
EFX vs CP
+219.6%
-179.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | -7.8% | +2.4% | -10.3% | -8.9% |
| 30D | -5.7% | -0.5% | -5.2% | -5.5% |
| 3M | +2.5% | +1.4% | +1.1% | +1.8% |
| 6M | -16.7% | +10.3% | -27.0% | -20.8% |
| YTD | -20.2% | +24.3% | -44.5% | -28.8% |
| 1Y | -31.4% | +20.4% | -51.8% | -37.9% |
| 3Y | -10.5% | +21.8% | -32.3% | -20.8% |
| 5Y | -35.2% | +31.5% | -66.7% | -45.5% |
| 10Y | +40.2% | +223.2% | -183.1% | -20.1% |
| All | +40.2% | +219.6% | -179.5% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling