+329.9%
COP vs EMB
+36.8%
+293.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.5% |
| 7D | +3.4% | -0.7% | +4.1% | +4.2% |
| 30D | -0.6% | +0.5% | -1.1% | -1.4% |
| 3M | +10.8% | -2.5% | +13.2% | +13.7% |
| 6M | +19.6% | -2.0% | +21.6% | +21.5% |
| YTD | +52.9% | -0.9% | +53.8% | +52.1% |
| 1Y | +62.2% | -0.3% | +62.5% | +60.0% |
| 3Y | +32.4% | +29.2% | +3.2% | -8.2% |
| 5Y | +129.7% | +7.4% | +122.3% | +117.5% |
| All | +329.9% | +36.8% | +293.1% | +230.7% |
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