+193.3%
COP vs EWZ
+63.8%
+129.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +11.7% | +8.2% | +3.5% | +8.7% |
| 3M | +17.7% | +13.3% | +4.4% | +12.4% |
| 6M | +18.3% | +3.6% | +14.7% | +15.6% |
| YTD | +49.1% | +21.0% | +28.1% | +36.3% |
| 1Y | +53.3% | +34.7% | +18.7% | +33.6% |
| 3Y | +22.2% | +48.3% | -26.1% | +0.3% |
| 5Y | +193.3% | +60.1% | +133.2% | +129.5% |
| All | +193.3% | +63.8% | +129.5% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling