-5.7%
COF vs EWZ
+33.5%
-39.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.9% |
| 7D | -5.1% | +0.9% | -6.0% | -5.4% |
| 30D | -6.0% | +12.8% | -18.8% | -9.7% |
| 3M | +14.8% | +10.8% | +4.1% | +10.7% |
| 6M | +15.3% | +2.5% | +12.8% | +14.0% |
| YTD | -13.0% | +21.4% | -34.4% | -18.2% |
| 1Y | -5.7% | +32.8% | -38.5% | -18.0% |
| All | -5.7% | +33.5% | -39.3% | -18.0% |
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