+340.2%
COP vs EMB
+29.7%
+310.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +11.7% | -0.3% | +12.0% | +12.0% |
| 3M | +17.7% | -0.3% | +18.0% | +17.6% |
| 6M | +18.3% | +0.7% | +17.6% | +15.9% |
| YTD | +49.1% | +1.3% | +47.8% | +45.0% |
| 1Y | +53.3% | +4.7% | +48.6% | +42.7% |
| 3Y | +22.2% | +30.1% | -7.9% | -15.2% |
| 5Y | +193.3% | +6.9% | +186.4% | +184.9% |
| 10Y | +340.2% | +30.7% | +309.5% | +242.5% |
| All | +340.2% | +29.7% | +310.5% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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