+337.5%
COP vs EWZ
+96.6%
+240.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | +1.0% | +1.1% | -0.2% | +0.4% |
| 30D | +9.6% | +13.5% | -3.9% | +3.1% |
| 3M | +15.0% | +15.2% | -0.2% | +7.0% |
| 6M | +21.8% | +3.7% | +18.0% | +17.8% |
| YTD | +49.6% | +22.5% | +27.1% | +32.7% |
| 1Y | +49.9% | +35.3% | +14.6% | +26.0% |
| 3Y | +22.6% | +50.2% | -27.6% | -4.4% |
| 5Y | +193.6% | +64.6% | +129.0% | +111.2% |
| All | +337.5% | +96.6% | +240.9% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling