+2,994.4%
COP vs EME
+61,143.5%
-58,149.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | +3.0% | +1.9% | +1.1% | +2.4% |
| 30D | +17.5% | -8.3% | +25.8% | +20.2% |
| 3M | +13.4% | -10.7% | +24.1% | +15.4% |
| 6M | +17.7% | +1.9% | +15.8% | +14.0% |
| YTD | +46.6% | +23.5% | +23.1% | +33.2% |
| 1Y | +44.6% | +18.0% | +26.6% | +31.5% |
| 3Y | +20.7% | +236.1% | -215.4% | -24.0% |
| 5Y | +185.0% | +527.9% | -342.8% | +44.9% |
| 10Y | +347.0% | +1,252.8% | -905.8% | +81.4% |
| All | +2,994.4% | +61,143.5% | -58,149.1% | +812.4% |
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