+475.2%
COR vs EFX
+79.2%
+396.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +2.9% | -3.6% | +6.5% | +3.6% |
| 30D | +5.8% | +25.3% | -19.5% | +1.1% |
| 3M | +11.4% | +3.8% | +7.6% | +10.2% |
| 6M | +34.5% | +12.7% | +21.8% | +30.3% |
| YTD | +4.1% | -13.1% | +17.2% | +5.5% |
| 1Y | -3.1% | -9.3% | +6.2% | -2.7% |
| 3Y | +80.9% | +3.5% | +77.3% | +69.5% |
| 5Y | +195.1% | -30.6% | +225.8% | +202.4% |
| All | +475.2% | +79.2% | +396.0% | +322.3% |
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