+9.1%
COR vs EFX
-32.9%
+42.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.8% | -11.1% | +6.3% | -3.8% |
| 30D | -3.7% | -7.4% | +3.7% | -3.0% |
| 3M | +14.3% | +1.5% | +12.9% | +14.1% |
| 6M | -8.5% | -13.7% | +5.2% | -7.1% |
| YTD | -4.4% | -21.9% | +17.4% | -2.3% |
| 1Y | +9.1% | -30.8% | +39.9% | +14.4% |
| All | +9.1% | -32.9% | +42.0% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling