+128.5%
EEM vs COF
+248.6%
-120.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -1.3% | -5.1% | +3.9% | +0.2% |
| 30D | +2.1% | -6.0% | +8.1% | +3.7% |
| 3M | +1.0% | +14.8% | -13.8% | -3.0% |
| 6M | +15.9% | +15.3% | +0.6% | +11.1% |
| YTD | +24.6% | -13.0% | +37.7% | +28.2% |
| 1Y | +32.3% | -5.7% | +38.0% | +32.7% |
| 3Y | +85.9% | +118.1% | -32.2% | +42.4% |
| 5Y | +45.4% | +46.2% | -0.9% | +21.6% |
| All | +128.5% | +248.6% | -120.1% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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