-1.5%
COF vs EWZ
+36.3%
-37.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.8% | +6.5% | -4.7% | -0.2% |
| 30D | -0.6% | +4.8% | -5.4% | -2.1% |
| 3M | +20.3% | +9.9% | +10.4% | +16.3% |
| 6M | +13.0% | +1.9% | +11.1% | +11.9% |
| YTD | -8.3% | +20.3% | -28.6% | -13.2% |
| 1Y | -1.5% | +35.6% | -37.1% | -12.5% |
| All | -1.5% | +36.3% | -37.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling