+25.7%
COP vs EMB
+28.2%
-2.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -11.5% | -0.1% | -11.4% | -11.5% |
| 30D | +5.0% | +1.3% | +3.7% | +4.8% |
| 3M | +17.5% | -2.7% | +20.2% | +17.9% |
| 6M | +16.2% | -2.8% | +19.1% | +16.6% |
| YTD | +48.8% | -1.1% | +49.9% | +47.7% |
| 1Y | +64.1% | 0.0% | +64.1% | +61.3% |
| 3Y | +25.7% | +28.8% | -3.1% | +12.3% |
| All | +25.7% | +28.2% | -2.6% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling