+43.1%
COF vs EMB
+6.3%
+36.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.7% |
| 7D | -5.1% | -1.2% | -3.9% | -3.6% |
| 30D | -6.0% | -1.3% | -4.8% | -4.4% |
| 3M | +14.8% | -1.8% | +16.6% | +17.8% |
| 6M | +15.3% | +0.2% | +15.1% | +15.4% |
| YTD | -13.0% | +0.4% | -13.4% | -13.2% |
| 1Y | -5.7% | +2.8% | -8.5% | -8.8% |
| 3Y | +118.1% | +29.1% | +89.0% | +58.4% |
| All | +43.1% | +6.3% | +36.8% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling