+60.7%
COP vs EWT
+54.0%
+6.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -5.5% |
| 7D | -8.1% | -10.9% | +2.8% | -10.8% |
| 30D | +6.7% | -17.7% | +24.4% | +1.5% |
| 3M | +16.9% | -5.0% | +21.9% | +15.5% |
| 6M | +11.2% | +7.4% | +3.8% | +14.3% |
| YTD | +49.5% | +52.8% | -3.3% | +52.4% |
| 1Y | +60.7% | +55.2% | +5.5% | +64.6% |
| All | +60.7% | +54.0% | +6.7% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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