+337.5%
COP vs EME
+1,301.6%
-964.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +1.0% | +0.9% | 0.0% | +0.5% |
| 30D | +9.6% | -8.4% | +17.9% | +13.0% |
| 3M | +15.0% | -3.6% | +18.6% | +14.2% |
| 6M | +21.8% | +3.6% | +18.2% | +15.2% |
| YTD | +49.6% | +22.5% | +27.1% | +29.8% |
| 1Y | +49.9% | +18.2% | +31.7% | +28.8% |
| 3Y | +22.6% | +238.4% | -215.8% | -45.2% |
| 5Y | +193.6% | +550.5% | -356.9% | -16.2% |
| All | +337.5% | +1,301.6% | -964.0% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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