+13.0%
EFX vs CPB
+9.7%
+3.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.9% |
| 7D | -2.0% | -4.1% | +2.1% | +0.6% |
| 30D | +27.9% | +16.9% | +11.0% | +16.6% |
| 3M | +3.8% | -0.6% | +4.4% | +2.2% |
| 6M | +13.0% | +11.4% | +1.6% | +5.8% |
| All | +13.0% | +9.7% | +3.3% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling