+85.0%
COR vs EFX
+4.8%
+80.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.9% |
| 7D | +7.8% | -0.8% | +8.6% | +7.9% |
| 30D | +7.0% | +25.1% | -18.1% | +5.2% |
| 3M | +16.3% | +1.7% | +14.6% | +15.7% |
| 6M | +41.3% | +18.4% | +22.9% | +39.4% |
| YTD | +7.1% | -12.5% | +19.7% | +7.2% |
| 1Y | -0.8% | -8.1% | +7.3% | -1.0% |
| 3Y | +85.0% | +4.8% | +80.2% | +111.1% |
| All | +85.0% | +4.8% | +80.1% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling