+64.1%
COP vs EWT
+56.8%
+7.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +4.4% | +9.1% | -4.7% | +6.4% |
| 30D | 0.0% | -12.2% | +12.2% | -3.3% |
| 3M | +15.0% | -9.4% | +24.4% | +12.4% |
| 6M | +22.0% | +2.7% | +19.3% | +24.5% |
| YTD | +55.3% | +53.3% | +2.1% | +59.7% |
| 1Y | +64.1% | +59.2% | +5.0% | +67.6% |
| All | +64.1% | +56.8% | +7.4% | +67.6% |
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