+46.6%
EEM vs COO
-44.2%
+90.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +0.9% |
| 7D | +2.0% | -9.0% | +10.9% | +4.0% |
| 30D | +5.1% | -16.8% | +21.9% | +9.3% |
| 3M | +4.6% | -7.5% | +12.1% | +5.9% |
| 6M | +17.8% | -16.3% | +34.0% | +22.2% |
| YTD | +25.8% | -22.5% | +48.4% | +33.1% |
| 1Y | +36.4% | -7.0% | +43.4% | +37.1% |
| 3Y | +90.0% | -27.5% | +117.5% | +98.2% |
| 5Y | +46.6% | -43.3% | +89.9% | +58.8% |
| All | +46.6% | -44.2% | +90.7% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling