+7.6%
EMB vs COO
-38.8%
+46.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -0.3% | -7.0% | +6.7% | +0.6% |
| 3M | -0.4% | +12.2% | -12.6% | -2.2% |
| 6M | +0.1% | -15.1% | +15.2% | +2.2% |
| YTD | +1.6% | -15.1% | +16.7% | +3.7% |
| 1Y | +5.6% | +2.3% | +3.3% | +4.6% |
| 3Y | +29.8% | -23.7% | +53.5% | +32.8% |
| All | +7.6% | -38.8% | +46.3% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling