+116.9%
COF vs EMB
+29.4%
+87.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.6% |
| 7D | -6.1% | -1.1% | -5.0% | -4.5% |
| 30D | -5.2% | -1.1% | -4.1% | -3.6% |
| 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% | -13.8% |
| 1Y | -5.9% | +3.3% | -9.1% | -9.5% |
| All | +116.9% | +29.4% | +87.5% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling