+193.3%
COP vs EWT
+152.9%
+40.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.5% | +2.1% | -2.6% | -1.0% |
| 30D | +11.7% | +9.4% | +2.3% | +9.4% |
| 3M | +17.7% | +10.9% | +6.8% | +13.8% |
| 6M | +18.3% | +57.9% | -39.6% | 0.0% |
| YTD | +49.1% | +75.9% | -26.9% | +19.8% |
| 1Y | +53.3% | +89.7% | -36.4% | +19.0% |
| 3Y | +22.2% | +200.9% | -178.7% | -28.2% |
| 5Y | +193.3% | +154.5% | +38.8% | +85.7% |
| All | +193.3% | +152.9% | +40.4% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling