+40.5%
EEM vs COO
+4.1%
+36.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | +2.3% | -2.2% | +4.5% | +2.3% |
| 30D | +4.5% | -7.0% | +11.5% | +4.6% |
| 3M | -0.1% | +12.2% | -12.3% | -1.3% |
| 6M | +16.9% | -15.1% | +32.1% | +21.9% |
| YTD | +26.2% | -15.1% | +41.3% | +31.6% |
| 1Y | +40.5% | +2.3% | +38.2% | +44.2% |
| All | +40.5% | +4.1% | +36.4% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling