+78.1%
EFX vs CP
+255.2%
-177.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +0.3% | +2.8% | -2.5% | -1.1% |
| 30D | +29.1% | +11.0% | +18.1% | +22.7% |
| 3M | +4.3% | +3.8% | +0.4% | +2.4% |
| 6M | +7.7% | +9.5% | -1.8% | +3.0% |
| YTD | -12.5% | +28.2% | -40.7% | -23.2% |
| 1Y | -8.8% | +33.0% | -41.8% | -21.5% |
| 3Y | +4.3% | +35.5% | -31.2% | -12.6% |
| 5Y | -29.4% | +25.8% | -55.2% | -39.3% |
| 10Y | +78.1% | +250.7% | -172.6% | -1.2% |
| All | +78.1% | +255.2% | -177.1% | -1.2% |
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