+132.2%
COP vs EWZ
+53.9%
+78.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | +4.4% | +0.8% | +3.7% | +4.2% |
| 30D | 0.0% | -24.4% | +24.3% | +7.4% |
| 3M | +15.0% | -4.6% | +19.6% | +13.9% |
| 6M | +22.0% | -11.6% | +33.6% | +23.5% |
| YTD | +55.3% | +2.4% | +53.0% | +46.2% |
| 1Y | +64.1% | +2.1% | +62.0% | +54.2% |
| 3Y | +34.1% | +18.7% | +15.4% | +16.1% |
| All | +132.2% | +53.9% | +78.3% | +68.7% |
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 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