+310.1%
COP vs EMR
+294.2%
+15.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.6% |
| 7D | -6.1% | +0.7% | -6.8% | -6.9% |
| 30D | +1.1% | +3.5% | -2.4% | -1.9% |
| 3M | +10.9% | +5.9% | +5.0% | +5.3% |
| 6M | +20.8% | +19.4% | +1.3% | +3.0% |
| YTD | +48.0% | +27.7% | +20.4% | +15.5% |
| 1Y | +58.5% | +30.9% | +27.6% | +20.7% |
| 3Y | +28.1% | +104.2% | -76.1% | -36.9% |
| 5Y | +120.5% | +89.6% | +30.8% | +12.2% |
| 10Y | +310.1% | +280.0% | +30.1% | +10.9% |
| All | +310.1% | +294.2% | +15.9% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling