+5,670.5%
COF vs EME
+61,154.1%
-55,483.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.3% |
| 7D | -2.7% | +2.7% | -5.4% | -3.9% |
| 30D | -3.4% | -6.8% | +3.4% | -0.5% |
| 3M | +15.4% | -8.8% | +24.2% | +17.9% |
| 6M | +14.4% | +5.0% | +9.4% | +8.5% |
| YTD | -12.0% | +23.5% | -35.5% | -23.4% |
| 1Y | -3.7% | +21.3% | -25.1% | -17.3% |
| 3Y | +121.1% | +241.1% | -120.0% | +9.3% |
| 5Y | +47.8% | +549.2% | -501.3% | -47.2% |
| 10Y | +250.3% | +1,306.4% | -1,056.1% | -13.4% |
| All | +5,670.5% | +61,154.1% | -55,483.6% | +573.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling