+394.2%
COR vs EFX
+41.8%
+352.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.8% | -11.1% | +6.3% | -2.7% |
| 30D | -3.7% | -7.4% | +3.7% | -2.4% |
| 3M | +14.3% | +1.5% | +12.9% | +13.6% |
| 6M | -8.5% | -13.7% | +5.2% | -6.6% |
| YTD | -4.4% | -21.9% | +17.4% | -0.9% |
| 1Y | +9.1% | -30.8% | +39.9% | +15.7% |
| 3Y | +85.2% | -12.4% | +97.6% | +80.4% |
| 5Y | +180.7% | -35.9% | +216.6% | +190.5% |
| All | +394.2% | +41.8% | +352.5% | +280.4% |
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