+340.2%
COP vs EMR
+266.1%
+74.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.9% |
| 7D | -0.5% | +0.9% | -1.4% | -1.2% |
| 30D | +11.7% | -5.0% | +16.7% | +15.1% |
| 3M | +17.7% | +5.9% | +11.8% | +10.6% |
| 6M | +18.3% | +7.3% | +11.0% | +7.0% |
| YTD | +49.1% | +14.6% | +34.5% | +26.4% |
| 1Y | +53.3% | +15.6% | +37.7% | +27.6% |
| 3Y | +22.2% | +60.2% | -38.0% | -26.6% |
| 5Y | +193.3% | +65.8% | +127.5% | +65.9% |
| 10Y | +340.2% | +277.4% | +62.9% | +25.9% |
| All | +340.2% | +266.1% | +74.2% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EMR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling