+58.5%
COP vs EMR
+30.5%
+28.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.6% |
| 7D | -6.1% | +0.7% | -6.8% | -5.9% |
| 30D | +1.1% | +3.5% | -2.4% | +1.9% |
| 3M | +10.9% | +5.9% | +5.0% | +12.5% |
| 6M | +20.8% | +19.4% | +1.3% | +25.4% |
| YTD | +48.0% | +27.7% | +20.4% | +51.6% |
| 1Y | +58.5% | +30.9% | +27.6% | +63.3% |
| All | +58.5% | +30.5% | +28.0% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling