+32.0%
COP vs EME
+217.7%
-185.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +3.4% | +11.3% | -7.9% | +2.6% |
| 30D | -0.6% | -14.6% | +14.0% | +0.5% |
| 3M | +10.8% | -20.4% | +31.2% | +12.5% |
| 6M | +19.6% | -28.3% | +47.9% | +22.7% |
| YTD | +52.9% | +8.6% | +44.4% | +46.7% |
| 1Y | +62.2% | +3.2% | +59.0% | +56.8% |
| All | +32.0% | +217.7% | -185.8% | +0.9% |
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