+305.5%
COF vs FXI
+213.7%
+91.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.1% |
| 7D | +1.2% | -1.0% | +2.2% | +1.8% |
| 30D | -1.4% | -3.2% | +1.8% | +0.5% |
| 3M | +19.0% | +1.7% | +17.3% | +17.4% |
| 6M | +14.9% | -1.6% | +16.4% | +15.1% |
| YTD | -10.7% | -7.9% | -2.8% | -7.2% |
| 1Y | -1.3% | -9.6% | +8.3% | +3.5% |
| 3Y | +124.3% | +40.5% | +83.9% | +66.8% |
| 5Y | +51.1% | -6.2% | +57.4% | +36.0% |
| 10Y | +252.4% | +14.2% | +238.2% | +169.8% |
| All | +305.5% | +213.7% | +91.8% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FXI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling