+24.5%
COP vs EME
+240.3%
-215.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.3% |
| 7D | -0.5% | +2.7% | -3.2% | -0.7% |
| 30D | +11.7% | -6.8% | +18.5% | +12.3% |
| 3M | +17.7% | -8.8% | +26.5% | +18.3% |
| 6M | +18.3% | +5.0% | +13.3% | +16.2% |
| YTD | +49.1% | +23.5% | +25.6% | +42.1% |
| 1Y | +53.3% | +21.3% | +32.0% | +44.9% |
| All | +24.5% | +240.3% | -215.9% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling