+64.1%
COP vs EMB
-0.6%
+64.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.1% |
| 7D | +4.4% | -0.9% | +5.3% | +2.3% |
| 30D | 0.0% | +0.4% | -0.4% | +1.0% |
| 3M | +15.0% | -3.1% | +18.1% | +6.5% |
| 6M | +22.0% | -2.1% | +24.1% | +16.5% |
| YTD | +55.3% | -1.1% | +56.4% | +49.1% |
| 1Y | +64.1% | -0.1% | +64.2% | +58.4% |
| All | +64.1% | -0.6% | +64.7% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling