-9.9%
EFX vs CP
+19.6%
-29.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.5% |
| 7D | -8.6% | -2.7% | -6.0% | -7.5% |
| 30D | +0.1% | +0.2% | -0.1% | 0.0% |
| 3M | +3.8% | +2.6% | +1.3% | +2.7% |
| 6M | -13.5% | +6.0% | -19.5% | -16.0% |
| YTD | -17.7% | +24.9% | -42.6% | -26.0% |
| 1Y | -25.6% | +20.1% | -45.7% | -31.9% |
| All | -9.9% | +19.6% | -29.5% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling