+483.5%
COF vs EMB
+126.0%
+357.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | -3.4% | -0.9% | -2.5% | -2.4% |
| 30D | +0.4% | +0.4% | 0.0% | 0.0% |
| 3M | -12.5% | -3.1% | -9.4% | -9.4% |
| 6M | +8.3% | -2.1% | +10.4% | +11.0% |
| YTD | -18.6% | -1.1% | -17.5% | -17.3% |
| 1Y | -8.6% | -0.1% | -8.6% | -8.2% |
| 3Y | +94.7% | +29.6% | +65.1% | +49.2% |
| 5Y | +35.3% | +7.2% | +28.2% | +26.3% |
| 10Y | +185.1% | +35.5% | +149.7% | +126.7% |
| All | +483.5% | +126.0% | +357.5% | +199.3% |
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