+18,977.1%
COR vs EFX
+2,767.6%
+16,209.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.8% |
| 7D | +7.8% | -0.8% | +8.6% | +8.0% |
| 30D | +7.0% | +25.1% | -18.1% | +1.4% |
| 3M | +16.3% | +1.7% | +14.6% | +15.3% |
| 6M | +41.3% | +18.4% | +22.9% | +34.6% |
| YTD | +7.1% | -12.5% | +19.7% | +8.5% |
| 1Y | -0.8% | -8.1% | +7.3% | -0.8% |
| 3Y | +85.0% | +4.8% | +80.2% | +73.4% |
| 5Y | +203.9% | -30.1% | +234.0% | +207.0% |
| 10Y | +510.3% | +81.5% | +428.8% | +363.2% |
| All | +18,977.1% | +2,767.6% | +16,209.5% | +8,103.3% |
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