+180.5%
COR vs EFX
-35.1%
+215.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.6% |
| 7D | -1.9% | -7.8% | +5.9% | -1.2% |
| 30D | +1.5% | -5.7% | +7.2% | +2.0% |
| 3M | +18.7% | +2.5% | +16.2% | +18.3% |
| 6M | -9.0% | -16.7% | +7.6% | -7.9% |
| YTD | -3.3% | -20.2% | +16.9% | -1.9% |
| 1Y | +9.8% | -31.4% | +41.2% | +12.8% |
| 3Y | +87.4% | -10.5% | +97.9% | +85.7% |
| 5Y | +180.5% | -35.2% | +215.7% | +182.1% |
| All | +180.5% | -35.1% | +215.6% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling