-6.2%
COF vs EMB
+3.1%
-9.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.1% |
| 7D | -6.1% | -1.1% | -5.0% | -3.9% |
| 30D | -5.2% | -1.1% | -4.1% | -3.0% |
| 3M | +17.0% | -0.8% | +17.8% | +19.1% |
| 6M | +12.9% | -0.1% | +13.0% | +13.5% |
| YTD | -13.5% | +0.4% | -14.0% | -13.9% |
| All | -6.2% | +3.1% | -9.4% | -11.6% |
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