+72.1%
EEM vs COO
-23.3%
+95.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.3% | +2.6% |
| 7D | -0.1% | +4.3% | -4.4% | -0.6% |
| 30D | -8.6% | +17.6% | -26.2% | -10.4% |
| 3M | -7.0% | -13.9% | +6.9% | -5.4% |
| 6M | -9.7% | +6.6% | -16.3% | -11.5% |
| YTD | +12.1% | -22.0% | +34.1% | +16.5% |
| 1Y | +14.1% | -8.8% | +22.9% | +15.2% |
| 3Y | +72.1% | -21.5% | +93.6% | +69.6% |
| All | +72.1% | -23.3% | +95.5% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling