+43.1%
COF vs EMR
+66.6%
-23.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -1.2% |
| 7D | -5.1% | -0.4% | -4.7% | -4.9% |
| 30D | -6.0% | -6.8% | +0.7% | -1.6% |
| 3M | +14.8% | +7.5% | +7.4% | +8.7% |
| 6M | +15.3% | +9.9% | +5.5% | +6.6% |
| YTD | -13.0% | +16.0% | -29.0% | -23.1% |
| 1Y | -5.7% | +12.4% | -18.2% | -15.3% |
| 3Y | +118.1% | +60.2% | +57.9% | +49.2% |
| All | +43.1% | +66.6% | -23.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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