+50.5%
COP vs EWZ
+33.5%
+17.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +2.3% | +0.9% | +1.4% | +2.4% |
| 30D | +8.6% | +12.8% | -4.2% | +9.6% |
| 3M | +19.9% | +10.8% | +9.1% | +20.7% |
| 6M | +19.0% | +2.5% | +16.5% | +19.5% |
| YTD | +50.0% | +21.4% | +28.6% | +42.5% |
| 1Y | +50.5% | +32.8% | +17.7% | +34.7% |
| All | +50.5% | +33.5% | +17.0% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling