-3.1%
COR vs EFX
-10.6%
+7.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +2.9% | -3.6% | +6.5% | +3.3% |
| 30D | +5.8% | +25.3% | -19.5% | +3.0% |
| 3M | +11.4% | +3.8% | +7.6% | +10.3% |
| 6M | +34.5% | +12.7% | +21.8% | +32.1% |
| YTD | +4.1% | -13.1% | +17.2% | +3.6% |
| 1Y | -3.1% | -9.3% | +6.2% | -5.1% |
| All | -3.1% | -10.6% | +7.4% | -5.1% |
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