+5,625.4%
COF vs EFX
+2,943.8%
+2,681.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -0.3% |
| 7D | -2.7% | -9.4% | +6.7% | +2.8% |
| 30D | -3.4% | -6.9% | +3.5% | +0.1% |
| 3M | +15.4% | +0.1% | +15.3% | +13.2% |
| 6M | +14.4% | -17.3% | +31.7% | +24.3% |
| YTD | -12.0% | -21.8% | +9.9% | -2.4% |
| 1Y | -3.7% | -32.5% | +28.8% | +15.5% |
| 3Y | +121.1% | -12.3% | +133.4% | +113.5% |
| 5Y | +47.8% | -36.6% | +84.4% | +67.8% |
| 10Y | +250.3% | +41.0% | +209.3% | +124.2% |
| All | +5,625.4% | +2,943.8% | +2,681.6% | +929.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling