+49.9%
COP vs EFA
+17.9%
+31.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | 0.0% |
| 7D | +1.0% | -2.4% | +3.3% | -0.1% |
| 30D | +9.6% | -2.2% | +11.8% | +8.5% |
| 3M | +15.0% | +5.7% | +9.4% | +17.8% |
| 6M | +21.8% | +8.2% | +13.6% | +26.5% |
| YTD | +49.6% | +11.8% | +37.9% | +49.9% |
| 1Y | +49.9% | +18.3% | +31.6% | +47.8% |
| All | +49.9% | +17.9% | +31.9% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling