+4,492.0%
COP vs EFX
+6,408.3%
-1,916.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | +0.5% |
| 7D | +3.0% | -8.6% | +11.6% | +5.2% |
| 30D | +17.5% | +0.1% | +17.4% | +17.2% |
| 3M | +13.4% | +3.8% | +9.5% | +11.4% |
| 6M | +17.7% | -13.5% | +31.2% | +20.3% |
| YTD | +46.6% | -17.7% | +64.2% | +50.6% |
| 1Y | +44.6% | -25.6% | +70.2% | +51.9% |
| 3Y | +20.7% | -12.1% | +32.8% | +18.4% |
| 5Y | +185.0% | -33.8% | +218.9% | +193.4% |
| 10Y | +347.0% | +45.1% | +301.8% | +263.0% |
| All | +4,492.0% | +6,408.3% | -1,916.3% | +2,045.8% |
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 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