+854.3%
EEM vs COO
+878.1%
-23.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.3% |
| 7D | +2.3% | -2.2% | +4.5% | +3.0% |
| 30D | +4.5% | -7.0% | +11.5% | +6.9% |
| 3M | -0.1% | +12.2% | -12.3% | -4.6% |
| 6M | +16.9% | -15.1% | +32.1% | +22.2% |
| YTD | +26.2% | -15.1% | +41.3% | +31.7% |
| 1Y | +40.5% | +2.3% | +38.2% | +37.2% |
| 3Y | +86.2% | -23.7% | +109.9% | +94.4% |
| 5Y | +45.5% | -38.9% | +84.4% | +61.0% |
| 10Y | +128.6% | +49.9% | +78.7% | +80.8% |
| All | +854.3% | +878.1% | -23.8% | +255.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling