+79.7%
EFX vs CPB
-38.9%
+118.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | 0.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.4% |
| 30D | +25.1% | +19.2% | +5.9% | +20.3% |
| 3M | +1.7% | -0.9% | +2.6% | +1.6% |
| 6M | +18.4% | +15.2% | +3.1% | +14.8% |
| YTD | -12.5% | -13.1% | +0.6% | -10.6% |
| 1Y | -8.1% | -22.4% | +14.3% | -4.2% |
| 3Y | +4.8% | -35.3% | +40.1% | +12.2% |
| 5Y | -30.1% | -33.0% | +2.9% | -26.6% |
| All | +79.7% | -38.9% | +118.6% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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