+299.2%
COP vs EMB
+132.1%
+167.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +17.5% | -0.3% | +17.8% | +17.7% |
| 3M | +13.4% | -0.4% | +13.8% | +13.4% |
| 6M | +17.7% | +0.1% | +17.6% | +16.7% |
| YTD | +46.6% | +1.6% | +45.0% | +43.4% |
| 1Y | +44.6% | +5.6% | +39.0% | +36.5% |
| 3Y | +20.7% | +29.8% | -9.1% | -5.6% |
| 5Y | +185.0% | +7.3% | +177.8% | +165.3% |
| 10Y | +347.0% | +30.4% | +316.6% | +265.7% |
| All | +299.2% | +132.1% | +167.1% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling