+32.3%
EEM vs COF
-4.6%
+36.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.3% |
| 3M | +1.0% | +14.8% | -13.8% | -2.3% |
| 6M | +15.9% | +15.3% | +0.6% | +11.8% |
| YTD | +24.6% | -13.0% | +37.7% | +24.0% |
| 1Y | +32.3% | -5.7% | +38.0% | +28.0% |
| All | +32.3% | -4.6% | +36.8% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling