+4,766.3%
COP vs EFX
+6,815.2%
-2,048.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +4.4% | -0.8% | +5.2% | +4.6% |
| 30D | 0.0% | +25.1% | -25.2% | -5.8% |
| 3M | +15.0% | +1.7% | +13.4% | +13.7% |
| 6M | +22.0% | +18.4% | +3.6% | +15.3% |
| YTD | +55.3% | -12.5% | +67.9% | +56.4% |
| 1Y | +64.1% | -8.1% | +72.2% | +63.0% |
| 3Y | +34.1% | +4.8% | +29.3% | +25.3% |
| 5Y | +133.4% | -30.1% | +163.5% | +136.0% |
| 10Y | +338.6% | +81.5% | +257.1% | +235.5% |
| All | +4,766.3% | +6,815.2% | -2,048.9% | +2,127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling