+35.7%
COF vs EMB
+7.3%
+28.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.1% |
| 7D | -3.4% | -0.9% | -2.5% | -2.1% |
| 30D | +0.4% | +0.4% | 0.0% | -0.1% |
| 3M | -12.5% | -3.1% | -9.4% | -8.6% |
| 6M | +8.3% | -2.1% | +10.4% | +11.7% |
| YTD | -18.6% | -1.1% | -17.5% | -17.0% |
| 1Y | -8.6% | -0.1% | -8.6% | -8.2% |
| 3Y | +94.7% | +29.6% | +65.1% | +39.4% |
| All | +35.7% | +7.3% | +28.5% | +14.9% |
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