+222.9%
EWY vs COF
+116.3%
+106.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.7% | +3.1% |
| 7D | -0.1% | -5.1% | +5.1% | +1.3% |
| 30D | +7.3% | -6.0% | +13.3% | +9.0% |
| 3M | -5.1% | +14.8% | -20.0% | -8.8% |
| 6M | +42.1% | +15.3% | +26.7% | +36.4% |
| YTD | +94.1% | -13.0% | +107.2% | +98.3% |
| 1Y | +147.8% | -5.7% | +153.5% | +147.5% |
| 3Y | +222.9% | +118.1% | +104.8% | +165.0% |
| All | +222.9% | +116.3% | +106.6% | +165.0% |
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