+1,384.5%
COP vs EWT
+594.1%
+790.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.9% |
| 7D | +3.0% | +4.0% | -1.0% | +1.2% |
| 30D | +17.5% | +10.3% | +7.2% | +12.4% |
| 3M | +13.4% | +6.1% | +7.3% | +8.6% |
| 6M | +17.7% | +56.6% | -38.9% | -7.2% |
| YTD | +46.6% | +76.6% | -30.0% | +9.0% |
| 1Y | +44.6% | +97.9% | -53.3% | +1.6% |
| 3Y | +20.7% | +198.0% | -177.3% | -31.6% |
| 5Y | +185.0% | +151.8% | +33.3% | +73.9% |
| 10Y | +347.0% | +514.1% | -167.1% | +86.0% |
| All | +1,384.5% | +594.1% | +790.4% | +338.3% |
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