+123.6%
EEM vs COO
+40.2%
+83.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | +0.7% | -2.3% | +3.0% | +1.4% |
| 30D | -6.2% | +13.3% | -19.5% | -9.7% |
| 3M | -5.2% | -18.1% | +12.9% | -0.2% |
| 6M | -8.1% | +6.7% | -14.8% | -11.6% |
| YTD | +14.0% | -23.2% | +37.2% | +21.7% |
| 1Y | +13.8% | -12.3% | +26.1% | +16.2% |
| 3Y | +73.7% | -23.6% | +97.3% | +78.9% |
| 5Y | +34.6% | -38.7% | +73.3% | +47.4% |
| 10Y | +123.6% | +42.2% | +81.4% | +92.8% |
| All | +123.6% | +40.2% | +83.4% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling