+60.7%
COP vs EFX
-7.5%
+68.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.6% | -5.0% |
| 7D | -8.1% | +9.2% | -17.3% | -7.8% |
| 30D | +6.7% | +34.8% | -28.1% | +8.0% |
| 3M | +16.9% | +8.8% | +8.1% | +17.0% |
| 6M | +11.2% | +12.3% | -1.1% | +11.3% |
| YTD | +49.5% | -10.6% | +60.1% | +53.3% |
| 1Y | +60.7% | -6.7% | +67.4% | +62.0% |
| All | +60.7% | -7.5% | +68.2% | +62.0% |
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