+44.6%
COP vs EFX
-25.2%
+69.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -1.3% |
| 7D | +3.0% | -8.6% | +11.6% | +2.6% |
| 30D | +17.5% | +0.1% | +17.4% | +17.5% |
| 3M | +13.4% | +3.8% | +9.5% | +13.5% |
| 6M | +17.7% | -13.5% | +31.2% | +18.0% |
| YTD | +46.6% | -17.7% | +64.2% | +48.5% |
| 1Y | +44.6% | -25.6% | +70.2% | +46.5% |
| All | +44.6% | -25.2% | +69.8% | +46.5% |
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