+41.0%
EFX vs CPB
-44.2%
+85.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.2% |
| 7D | -9.4% | -8.0% | -1.4% | -7.8% |
| 30D | -6.9% | -2.4% | -4.5% | -6.4% |
| 3M | +0.1% | +0.5% | -0.4% | 0.0% |
| 6M | -17.3% | -10.5% | -6.9% | -15.6% |
| YTD | -21.8% | -17.5% | -4.3% | -19.0% |
| 1Y | -32.5% | -31.0% | -1.5% | -27.8% |
| 3Y | -12.3% | -40.6% | +28.3% | -4.1% |
| 5Y | -36.6% | -37.7% | +1.1% | -32.2% |
| 10Y | +41.0% | -43.4% | +84.5% | +50.1% |
| All | +41.0% | -44.2% | +85.2% | +50.1% |
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