-35.2%
EFX vs COO
-39.5%
+4.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.3% | -1.7% |
| 7D | -7.8% | -2.3% | -5.5% | -6.7% |
| 30D | -5.7% | -8.8% | +3.1% | -1.1% |
| 3M | +2.5% | +1.3% | +1.2% | +2.1% |
| 6M | -16.7% | -11.6% | -5.1% | -11.3% |
| YTD | -20.2% | -17.4% | -2.8% | -12.1% |
| 1Y | -31.4% | -1.6% | -29.8% | -31.2% |
| 3Y | -10.5% | -22.6% | +12.1% | -2.9% |
| 5Y | -35.2% | -40.3% | +5.1% | -22.0% |
| All | -35.2% | -39.5% | +4.3% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling