-35.2%
EFX vs CPB
-38.5%
+3.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.8% | -3.5% |
| 7D | -7.8% | -8.2% | +0.4% | -5.9% |
| 30D | -5.7% | -5.6% | -0.1% | -4.4% |
| 3M | +2.5% | +3.0% | -0.5% | +1.9% |
| 6M | -16.7% | -12.7% | -4.0% | -14.5% |
| YTD | -20.2% | -18.0% | -2.2% | -17.2% |
| 1Y | -31.4% | -31.7% | +0.4% | -26.4% |
| 3Y | -10.5% | -41.0% | +30.4% | -1.9% |
| 5Y | -35.2% | -38.4% | +3.2% | -30.7% |
| All | -35.2% | -38.5% | +3.3% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling