+242.0%
COF vs EFX
+42.6%
+199.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -5.1% | -4.5% | -0.6% | -3.1% |
| 30D | -6.0% | -6.1% | +0.1% | -3.7% |
| 3M | +14.8% | +6.2% | +8.6% | +10.3% |
| 6M | +15.3% | -11.2% | +26.5% | +19.6% |
| YTD | -13.0% | -21.4% | +8.4% | -5.3% |
| 1Y | -5.7% | -34.3% | +28.6% | +11.3% |
| 3Y | +118.1% | -12.5% | +130.6% | +112.1% |
| 5Y | +46.2% | -35.6% | +81.8% | +60.9% |
| All | +242.0% | +42.6% | +199.4% | +150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling