+6,880.4%
EFX vs COO
+5,406.0%
+1,474.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -2.0% | -2.3% | +0.3% | -1.8% |
| 30D | +27.9% | +13.3% | +14.6% | +26.6% |
| 3M | +3.8% | -18.1% | +21.9% | +5.5% |
| 6M | +13.0% | +6.7% | +6.3% | +12.3% |
| YTD | -12.4% | -23.2% | +10.8% | -10.4% |
| 1Y | -10.4% | -12.3% | +1.9% | -9.4% |
| 3Y | +4.4% | -23.6% | +28.0% | +6.5% |
| 5Y | -28.9% | -38.7% | +9.8% | -26.3% |
| 10Y | +81.7% | +42.2% | +39.5% | +78.3% |
| All | +6,880.4% | +5,406.0% | +1,474.4% | +5,743.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling