+6,459.5%
EFX vs COO
+5,988.7%
+470.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -6.2% |
| 7D | -8.6% | -2.2% | -6.4% | -8.5% |
| 30D | +0.1% | -7.0% | +7.1% | +0.8% |
| 3M | +3.8% | +12.2% | -8.4% | +2.9% |
| 6M | -13.5% | -15.1% | +1.6% | -12.3% |
| YTD | -17.7% | -15.1% | -2.6% | -16.5% |
| 1Y | -25.6% | +2.3% | -27.9% | -25.7% |
| 3Y | -12.1% | -23.7% | +11.6% | -10.4% |
| 5Y | -33.8% | -38.9% | +5.1% | -31.4% |
| 10Y | +45.1% | +49.9% | -4.8% | +41.8% |
| All | +6,459.5% | +5,988.7% | +470.8% | +5,349.1% |
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