+240.0%
COF vs EMB
+30.4%
+209.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.5% |
| 7D | -6.1% | -1.1% | -5.0% | -4.4% |
| 30D | -5.2% | -1.1% | -4.1% | -3.5% |
| 3M | +17.0% | -0.8% | +17.8% | +18.6% |
| 6M | +12.9% | -0.1% | +13.0% | +13.4% |
| YTD | -13.5% | +0.4% | -14.0% | -13.9% |
| 1Y | -5.9% | +3.3% | -9.1% | -10.2% |
| 3Y | +117.1% | +29.0% | +88.1% | +46.4% |
| 5Y | +45.4% | +6.3% | +39.1% | +36.6% |
| All | +240.0% | +30.4% | +209.6% | +172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling