+20.8%
COP vs EFX
-12.5%
+33.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.8% |
| 7D | -0.8% | -7.8% | +7.0% | -0.2% |
| 30D | +15.6% | -5.7% | +21.3% | +16.1% |
| 3M | +14.3% | +2.5% | +11.8% | +13.7% |
| 6M | +17.0% | -16.7% | +33.7% | +18.9% |
| YTD | +47.4% | -20.2% | +67.6% | +50.7% |
| 1Y | +52.4% | -31.4% | +83.8% | +59.4% |
| 3Y | +20.8% | -10.5% | +31.3% | +16.8% |
| All | +20.8% | -12.5% | +33.3% | +16.8% |
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