+6,459.5%
EFX vs CPB
+325.7%
+6,133.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -5.5% |
| 7D | -8.6% | -8.6% | 0.0% | -6.5% |
| 30D | +0.1% | -7.2% | +7.4% | +2.1% |
| 3M | +3.8% | +0.9% | +3.0% | +3.6% |
| 6M | -13.5% | -11.8% | -1.7% | -10.8% |
| YTD | -17.7% | -19.4% | +1.7% | -13.2% |
| 1Y | -25.6% | -30.4% | +4.8% | -18.6% |
| 3Y | -12.1% | -40.2% | +28.1% | -1.1% |
| 5Y | -33.8% | -39.5% | +5.7% | -26.9% |
| 10Y | +45.1% | -47.4% | +92.5% | +60.4% |
| All | +6,459.5% | +325.7% | +6,133.8% | +3,942.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling