+43.1%
COF vs EME
+575.5%
-532.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -1.0% |
| 7D | -5.1% | +3.5% | -8.7% | -6.4% |
| 30D | -6.0% | -6.3% | +0.3% | -4.0% |
| 3M | +14.8% | -3.8% | +18.6% | +15.0% |
| 6M | +15.3% | +8.5% | +6.8% | +9.3% |
| YTD | -13.0% | +27.8% | -40.9% | -23.7% |
| 1Y | -5.7% | +22.2% | -27.9% | -17.6% |
| 3Y | +118.1% | +253.5% | -135.3% | +3.7% |
| All | +43.1% | +575.5% | -532.4% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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