-1.5%
COF vs EFX
-25.2%
+23.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +1.1% |
| 7D | +1.8% | -8.6% | +10.5% | +4.0% |
| 30D | -0.6% | +0.1% | -0.7% | -0.9% |
| 3M | +20.3% | +3.8% | +16.4% | +18.5% |
| 6M | +13.0% | -13.5% | +26.5% | +16.4% |
| YTD | -8.3% | -17.7% | +9.3% | -4.2% |
| 1Y | -1.5% | -25.6% | +24.1% | +2.5% |
| All | -1.5% | -25.2% | +23.8% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling