+1,478.6%
COP vs EWZ
+436.1%
+1,042.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +3.0% | +6.5% | -3.5% | +0.2% |
| 30D | +17.5% | +4.8% | +12.6% | +14.9% |
| 3M | +13.4% | +9.9% | +3.5% | +8.2% |
| 6M | +17.7% | +1.9% | +15.8% | +14.9% |
| YTD | +46.6% | +20.3% | +26.3% | +32.5% |
| 1Y | +44.6% | +35.6% | +9.0% | +23.5% |
| 3Y | +20.7% | +43.4% | -22.7% | -1.4% |
| 5Y | +185.0% | +55.9% | +129.1% | +118.7% |
| 10Y | +347.0% | +84.2% | +262.8% | +198.7% |
| All | +1,478.6% | +436.1% | +1,042.5% | +684.8% |
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