+118.1%
COF vs VWO
+62.9%
+55.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | -5.1% | -1.8% | -3.4% | -3.9% |
| 30D | -6.0% | -0.1% | -5.9% | -6.0% |
| 3M | +14.8% | +2.2% | +12.6% | +12.7% |
| 6M | +15.3% | +8.8% | +6.6% | +7.6% |
| YTD | -13.0% | +12.4% | -25.4% | -21.0% |
| 1Y | -5.7% | +15.6% | -21.3% | -16.3% |
| 3Y | +118.1% | +62.5% | +55.6% | +41.6% |
| All | +118.1% | +62.9% | +55.2% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling