+79.7%
EFX vs CP
+257.3%
-177.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -0.8% | +2.1% | -2.9% | -1.9% |
| 30D | +25.1% | +9.3% | +15.8% | +19.8% |
| 3M | +1.7% | +0.5% | +1.2% | +1.4% |
| 6M | +18.4% | +10.4% | +7.9% | +12.7% |
| YTD | -12.5% | +28.7% | -41.2% | -23.4% |
| 1Y | -8.1% | +33.2% | -41.3% | -20.9% |
| 3Y | +4.8% | +38.4% | -33.7% | -13.1% |
| 5Y | -30.1% | +26.2% | -56.3% | -40.0% |
| All | +79.7% | +257.3% | -177.6% | +0.1% |
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