+24.9%
COP vs EWT
+193.0%
-168.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.5% |
| 7D | +1.0% | -1.1% | +2.1% | +1.0% |
| 30D | +9.6% | +4.8% | +4.8% | +9.2% |
| 3M | +15.0% | +11.1% | +3.9% | +13.4% |
| 6M | +21.8% | +54.6% | -32.9% | +11.2% |
| YTD | +49.6% | +71.4% | -21.8% | +32.0% |
| 1Y | +49.9% | +82.1% | -32.2% | +29.6% |
| All | +24.9% | +193.0% | -168.1% | -11.6% |
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 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