+851.2%
EEM vs COF
+752.0%
+99.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +2.0% | -2.7% | +4.6% | +2.9% |
| 30D | +5.1% | -3.4% | +8.4% | +6.2% |
| 3M | +4.6% | +15.4% | -10.8% | -0.8% |
| 6M | +17.8% | +14.4% | +3.3% | +11.8% |
| YTD | +25.8% | -12.0% | +37.8% | +29.8% |
| 1Y | +36.4% | -3.7% | +40.1% | +35.9% |
| 3Y | +90.0% | +121.1% | -31.1% | +36.1% |
| 5Y | +46.6% | +47.8% | -1.2% | +16.3% |
| 10Y | +132.3% | +250.3% | -118.1% | +20.7% |
| All | +851.2% | +752.0% | +99.2% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling