+126.7%
EMB vs COO
+566.1%
-439.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -0.1% | +4.7% | -4.8% | -0.6% |
| 30D | +1.3% | +13.9% | -12.6% | 0.0% |
| 3M | -2.2% | -14.9% | +12.7% | -0.9% |
| 6M | -2.3% | +2.0% | -4.4% | -2.9% |
| YTD | -0.6% | -23.9% | +23.3% | +1.7% |
| 1Y | +0.5% | -9.6% | +10.1% | +1.0% |
| 3Y | +29.4% | -25.4% | +54.9% | +31.4% |
| 5Y | +6.5% | -41.2% | +47.7% | +9.7% |
| 10Y | +29.8% | +42.1% | -12.3% | +23.7% |
| All | +126.7% | +566.1% | -439.5% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling