+337.5%
COP vs EWT
+512.3%
-174.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.7% |
| 7D | +1.0% | -1.1% | +2.1% | +1.5% |
| 30D | +9.6% | +4.8% | +4.8% | +6.6% |
| 3M | +15.0% | +11.1% | +3.9% | +6.2% |
| 6M | +21.8% | +54.6% | -32.9% | -11.3% |
| YTD | +49.6% | +71.4% | -21.8% | +0.8% |
| 1Y | +49.9% | +82.1% | -32.2% | -3.6% |
| 3Y | +22.6% | +193.2% | -170.6% | -48.3% |
| 5Y | +193.6% | +146.1% | +47.5% | +41.8% |
| All | +337.5% | +512.3% | -174.8% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling