+20.8%
COP vs EWZ
+50.2%
-29.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | -0.8% | +5.6% | -6.4% | -1.9% |
| 30D | +15.6% | +9.3% | +6.3% | +13.6% |
| 3M | +14.3% | +15.7% | -1.4% | +10.9% |
| 6M | +17.0% | +7.4% | +9.5% | +14.3% |
| YTD | +47.4% | +22.7% | +24.8% | +37.4% |
| 1Y | +52.4% | +36.4% | +16.0% | +36.6% |
| 3Y | +20.8% | +50.4% | -29.6% | +3.2% |
| All | +20.8% | +50.2% | -29.4% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling