-1.5%
COF vs EMB
+5.7%
-7.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -0.6% | -0.3% | -0.3% | 0.0% |
| 3M | +20.3% | -0.4% | +20.7% | +21.3% |
| 6M | +13.0% | +0.1% | +12.9% | +12.4% |
| YTD | -8.3% | +1.6% | -9.9% | -10.7% |
| 1Y | -1.5% | +5.6% | -7.1% | -7.0% |
| All | -1.5% | +5.7% | -7.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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