+28.1%
COP vs EWT
+151.6%
-123.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -6.1% | -3.7% | -2.4% | -6.0% |
| 30D | +1.1% | -17.2% | +18.3% | +1.7% |
| 3M | +10.9% | -7.3% | +18.3% | +10.8% |
| 6M | +20.8% | -1.5% | +22.2% | +19.0% |
| YTD | +48.0% | +49.0% | -1.0% | +31.4% |
| 1Y | +58.5% | +50.6% | +7.9% | +40.2% |
| 3Y | +28.1% | +148.9% | -120.8% | -6.8% |
| All | +28.1% | +151.6% | -123.5% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling