+592.1%
COP vs VWO
+320.5%
+271.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | +2.3% | -1.8% | +4.1% | +3.6% |
| 30D | +8.6% | -0.1% | +8.7% | +8.6% |
| 3M | +19.9% | +2.2% | +17.6% | +17.0% |
| 6M | +19.0% | +8.8% | +10.3% | +9.1% |
| YTD | +50.0% | +12.4% | +37.6% | +33.6% |
| 1Y | +50.5% | +15.6% | +34.9% | +31.2% |
| 3Y | +25.2% | +62.5% | -37.3% | -17.0% |
| 5Y | +194.3% | +34.3% | +160.0% | +123.1% |
| 10Y | +342.9% | +114.8% | +228.1% | +142.8% |
| All | +592.1% | +320.5% | +271.6% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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