+3,179.2%
COP vs EME
+53,473.8%
-50,294.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +4.4% | +8.4% | -4.0% | +1.9% |
| 30D | 0.0% | -11.5% | +11.4% | +3.1% |
| 3M | +15.0% | -20.6% | +35.7% | +21.8% |
| 6M | +22.0% | -28.5% | +50.5% | +31.3% |
| YTD | +55.3% | +8.0% | +47.3% | +45.6% |
| 1Y | +64.1% | +6.8% | +57.4% | +54.0% |
| 3Y | +34.1% | +213.9% | -179.8% | -14.5% |
| 5Y | +133.4% | +414.8% | -281.4% | +25.0% |
| 10Y | +338.6% | +916.9% | -578.3% | +91.0% |
| All | +3,179.2% | +53,473.8% | -50,294.6% | +897.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling