+242.0%
COF vs FXI
+17.1%
+224.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -5.1% | -3.9% | -1.3% | -3.5% |
| 30D | -6.0% | -2.1% | -3.9% | -5.2% |
| 3M | +14.8% | -0.5% | +15.3% | +14.8% |
| 6M | +15.3% | -4.5% | +19.9% | +17.2% |
| YTD | -13.0% | -9.2% | -3.8% | -9.9% |
| 1Y | -5.7% | -13.8% | +8.1% | -0.2% |
| 3Y | +118.1% | +36.6% | +81.6% | +78.5% |
| 5Y | +46.2% | -6.7% | +52.9% | +45.5% |
| All | +242.0% | +17.1% | +224.9% | +206.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling