-25.6%
EFX vs COO
+4.1%
-29.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -5.6% |
| 7D | -8.6% | -2.2% | -6.4% | -7.5% |
| 30D | +0.1% | -7.0% | +7.1% | +3.9% |
| 3M | +3.8% | +12.2% | -8.4% | -0.3% |
| 6M | -13.5% | -15.1% | +1.6% | -6.2% |
| YTD | -17.7% | -15.1% | -2.6% | -10.7% |
| 1Y | -25.6% | +2.3% | -27.9% | -23.1% |
| All | -25.6% | +4.1% | -29.7% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling