+17,451.9%
COR vs EFX
+2,598.8%
+14,853.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -0.4% |
| 7D | +2.8% | -8.6% | +11.4% | +4.9% |
| 30D | +4.5% | +0.1% | +4.4% | +4.3% |
| 3M | +22.7% | +3.8% | +18.8% | +21.0% |
| 6M | -9.7% | -13.5% | +3.8% | -7.6% |
| YTD | -1.4% | -17.7% | +16.2% | +1.5% |
| 1Y | +13.9% | -25.6% | +39.5% | +19.8% |
| 3Y | +94.0% | -12.1% | +106.1% | +89.9% |
| 5Y | +184.0% | -33.8% | +217.8% | +190.8% |
| 10Y | +406.8% | +45.1% | +361.6% | +306.5% |
| All | +17,451.9% | +2,598.8% | +14,853.0% | +7,577.5% |
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