+305.2%
COP vs EMB
+127.1%
+178.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | +17.5% | -2.2% | +19.7% | +19.5% |
| 6M | +16.2% | -2.3% | +18.6% | +18.0% |
| YTD | +48.8% | -0.6% | +49.4% | +48.1% |
| 1Y | +64.1% | +0.5% | +63.6% | +61.7% |
| 3Y | +25.7% | +29.4% | -3.8% | -1.5% |
| 5Y | +114.4% | +6.5% | +107.9% | +100.2% |
| 10Y | +331.7% | +29.8% | +301.9% | +255.9% |
| All | +305.2% | +127.1% | +178.2% | +191.0% |
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