+466.7%
COF vs EWZ
+446.0%
+20.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.4% |
| 7D | -6.1% | +1.1% | -7.2% | -6.7% |
| 30D | -5.2% | +13.5% | -18.6% | -11.3% |
| 3M | +17.0% | +15.2% | +1.8% | +8.3% |
| 6M | +12.9% | +3.7% | +9.2% | +10.0% |
| YTD | -13.5% | +22.5% | -36.1% | -23.0% |
| 1Y | -5.9% | +35.3% | -41.1% | -20.7% |
| 3Y | +117.1% | +50.2% | +66.9% | +70.3% |
| 5Y | +45.4% | +64.6% | -19.2% | +4.1% |
| 10Y | +244.1% | +95.0% | +149.0% | +102.7% |
| All | +466.7% | +446.0% | +20.7% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling