+337.5%
COP vs EFX
+41.8%
+295.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.0% | -11.1% | +12.1% | +3.6% |
| 30D | +9.6% | -7.4% | +16.9% | +11.2% |
| 3M | +15.0% | +1.5% | +13.6% | +13.7% |
| 6M | +21.8% | -13.7% | +35.4% | +24.3% |
| YTD | +49.6% | -21.9% | +71.5% | +55.7% |
| 1Y | +49.9% | -30.8% | +80.7% | +60.6% |
| 3Y | +22.6% | -12.4% | +35.0% | +18.8% |
| 5Y | +193.6% | -35.9% | +229.5% | +206.4% |
| All | +337.5% | +41.8% | +295.8% | +248.4% |
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