+556.9%
COF vs EMB
+132.1%
+424.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -0.6% | -0.3% | -0.3% | -0.2% |
| 3M | +20.3% | -0.4% | +20.7% | +21.0% |
| 6M | +13.0% | +0.1% | +12.9% | +13.2% |
| YTD | -8.3% | +1.6% | -9.9% | -9.6% |
| 1Y | -1.5% | +5.6% | -7.1% | -6.8% |
| 3Y | +122.3% | +29.8% | +92.4% | +69.8% |
| 5Y | +52.5% | +7.3% | +45.2% | +41.6% |
| 10Y | +264.9% | +30.4% | +234.4% | +193.1% |
| All | +556.9% | +132.1% | +424.8% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling