+44.6%
COP vs EWT
+99.0%
-54.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -0.7% |
| 7D | +3.0% | +4.0% | -1.0% | +3.8% |
| 30D | +17.5% | +10.3% | +7.2% | +19.7% |
| 3M | +13.4% | +6.1% | +7.3% | +15.3% |
| 6M | +17.7% | +56.6% | -38.9% | +23.9% |
| YTD | +46.6% | +76.6% | -30.0% | +47.3% |
| 1Y | +44.6% | +97.9% | -53.3% | +50.3% |
| All | +44.6% | +99.0% | -54.4% | +50.3% |
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