+747.7%
EEM vs COO
+798.6%
-50.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.3% | +2.1% |
| 7D | -0.1% | +4.3% | -4.4% | -1.5% |
| 30D | -8.6% | +17.6% | -26.2% | -13.4% |
| 3M | -7.0% | -13.9% | +6.9% | -3.4% |
| 6M | -9.7% | +6.6% | -16.3% | -13.2% |
| YTD | +12.1% | -22.0% | +34.1% | +19.2% |
| 1Y | +14.1% | -8.8% | +22.9% | +14.9% |
| 3Y | +72.1% | -21.5% | +93.6% | +76.4% |
| 5Y | +34.1% | -41.0% | +75.1% | +48.8% |
| 10Y | +109.6% | +40.9% | +68.7% | +67.6% |
| All | +747.7% | +798.6% | -50.8% | +222.0% |
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