+18,455.8%
COR vs EFX
+2,772.0%
+15,683.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.2% | -2.0% | +0.8% | -0.7% |
| 30D | +7.6% | +27.9% | -20.2% | +1.5% |
| 3M | +5.0% | +3.8% | +1.2% | +3.6% |
| 6M | +35.3% | +13.0% | +22.3% | +30.3% |
| YTD | +4.2% | -12.4% | +16.6% | +5.5% |
| 1Y | -3.4% | -10.4% | +7.0% | -2.8% |
| 3Y | +81.1% | +4.4% | +76.7% | +69.9% |
| 5Y | +195.8% | -28.9% | +224.7% | +197.5% |
| 10Y | +493.6% | +81.7% | +411.9% | +350.4% |
| All | +18,455.8% | +2,772.0% | +15,683.8% | +7,876.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling