+6.1%
EMB vs COO
-41.6%
+47.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -0.1% | +4.7% | -4.8% | -0.7% |
| 30D | +1.3% | +13.9% | -12.6% | -0.4% |
| 3M | -2.7% | -14.9% | +12.2% | -0.9% |
| 6M | -2.8% | +2.0% | -4.9% | -3.7% |
| YTD | -1.1% | -23.9% | +22.8% | +2.2% |
| 1Y | 0.0% | -9.6% | +9.6% | +0.6% |
| 3Y | +28.8% | -25.4% | +54.2% | +30.8% |
| All | +6.1% | -41.6% | +47.7% | +8.1% |
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