+15.0%
EEM vs COO
-7.7%
+22.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.1% | +0.8% |
| 7D | -3.0% | +8.4% | -11.4% | -3.0% |
| 30D | -10.3% | +13.5% | -23.8% | -10.4% |
| 3M | -6.6% | -13.8% | +7.1% | -6.5% |
| 6M | -3.4% | +4.7% | -8.1% | -4.5% |
| YTD | +13.2% | -21.4% | +34.6% | +20.1% |
| 1Y | +15.0% | -6.7% | +21.7% | +19.5% |
| All | +15.0% | -7.7% | +22.7% | +19.5% |
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