+1,399.2%
COP vs EWT
+485.8%
+913.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | -6.1% | -3.7% | -2.4% | -5.1% |
| 30D | +1.1% | -17.2% | +18.3% | +8.7% |
| 3M | +10.9% | -7.3% | +18.3% | +12.9% |
| 6M | +20.8% | -1.5% | +22.2% | +17.0% |
| YTD | +48.0% | +49.0% | -1.0% | +16.9% |
| 1Y | +58.5% | +50.6% | +7.9% | +24.4% |
| 3Y | +28.1% | +148.9% | -120.8% | -22.5% |
| 5Y | +120.5% | +116.1% | +4.4% | +41.8% |
| 10Y | +310.1% | +427.8% | -117.7% | +80.2% |
| All | +1,399.2% | +485.8% | +913.3% | +370.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling