+1,572.9%
COP vs EWZ
+356.2%
+1,216.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.0% |
| 7D | +4.4% | +0.8% | +3.7% | +4.0% |
| 30D | 0.0% | -24.4% | +24.3% | +11.1% |
| 3M | +15.0% | -4.6% | +19.6% | +14.7% |
| 6M | +22.0% | -11.6% | +33.6% | +25.0% |
| YTD | +55.3% | +2.4% | +53.0% | +47.3% |
| 1Y | +64.1% | +2.1% | +62.0% | +55.5% |
| 3Y | +34.1% | +18.7% | +15.4% | +16.8% |
| 5Y | +133.4% | +54.2% | +79.2% | +76.6% |
| 10Y | +338.6% | +65.9% | +272.7% | +201.8% |
| All | +1,572.9% | +356.2% | +1,216.7% | +772.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling