+118.1%
COF vs EFX
-12.2%
+130.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -5.1% | -4.5% | -0.6% | -3.8% |
| 30D | -6.0% | -6.1% | +0.1% | -4.5% |
| 3M | +14.8% | +6.2% | +8.6% | +11.8% |
| 6M | +15.3% | -11.2% | +26.5% | +18.6% |
| YTD | -13.0% | -21.4% | +8.4% | -7.4% |
| 1Y | -5.7% | -34.3% | +28.6% | +6.1% |
| 3Y | +118.1% | -12.5% | +130.6% | +118.9% |
| All | +118.1% | -12.2% | +130.3% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling