-32.8%
EFX vs CP
+32.0%
-64.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.5% |
| 7D | -8.6% | -2.7% | -6.0% | -7.4% |
| 30D | +0.1% | +0.2% | -0.1% | 0.0% |
| 3M | +3.8% | +2.6% | +1.3% | +2.6% |
| 6M | -13.5% | +6.0% | -19.5% | -16.3% |
| YTD | -17.7% | +24.9% | -42.6% | -26.9% |
| 1Y | -25.6% | +20.1% | -45.7% | -32.7% |
| 3Y | -12.1% | +16.4% | -28.5% | -20.9% |
| All | -32.8% | +32.0% | -64.9% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling