+14.4%
COF vs EWZ
+6.0%
+8.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.0% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | -3.4% | +8.2% | -11.5% | -6.2% |
| 3M | +15.4% | +13.3% | +2.1% | +9.4% |
| 6M | +14.4% | +3.6% | +10.8% | +12.4% |
| All | +14.4% | +6.0% | +8.5% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling