+337.5%
COP vs EFA
+144.2%
+193.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.2% |
| 7D | +1.0% | -2.4% | +3.3% | +3.4% |
| 30D | +9.6% | -2.2% | +11.8% | +12.0% |
| 3M | +15.0% | +5.7% | +9.4% | +7.4% |
| 6M | +21.8% | +8.2% | +13.6% | +8.3% |
| YTD | +49.6% | +11.8% | +37.9% | +27.5% |
| 1Y | +49.9% | +18.3% | +31.6% | +19.2% |
| 3Y | +22.6% | +64.9% | -42.3% | -36.7% |
| 5Y | +193.6% | +52.4% | +141.2% | +66.6% |
| All | +337.5% | +144.2% | +193.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling