+85.9%
EEM vs COF
+116.3%
-30.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.9% |
| 6M | +15.9% | +15.3% | +0.6% | +12.4% |
| YTD | +24.6% | -13.0% | +37.7% | +26.6% |
| 1Y | +32.3% | -5.7% | +38.0% | +32.1% |
| 3Y | +85.9% | +118.1% | -32.2% | +56.9% |
| All | +85.9% | +116.3% | -30.4% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling