+193.3%
COP vs EFX
-36.4%
+229.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.3% |
| 7D | -0.5% | -9.4% | +8.9% | +0.6% |
| 30D | +11.7% | -6.9% | +18.6% | +12.5% |
| 3M | +17.7% | +0.1% | +17.6% | +17.1% |
| 6M | +18.3% | -17.3% | +35.6% | +20.6% |
| YTD | +49.1% | -21.8% | +70.9% | +52.9% |
| 1Y | +53.3% | -32.5% | +85.9% | +60.9% |
| 3Y | +22.2% | -12.3% | +34.5% | +19.9% |
| 5Y | +193.3% | -36.6% | +229.9% | +215.9% |
| All | +193.3% | -36.4% | +229.7% | +215.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling