+125.7%
EEM vs COP
+344.8%
-219.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | -0.7% | +1.0% | -1.7% | -0.9% |
| 30D | +2.4% | +9.6% | -7.2% | +0.4% |
| 3M | +4.2% | +15.0% | -10.9% | +0.6% |
| 6M | +14.8% | +21.8% | -7.0% | +8.7% |
| YTD | +23.1% | +49.6% | -26.5% | +10.7% |
| 1Y | +32.5% | +49.9% | -17.3% | +18.8% |
| 3Y | +85.9% | +22.6% | +63.3% | +71.8% |
| 5Y | +43.6% | +193.6% | -150.0% | +1.8% |
| All | +125.7% | +344.8% | -219.1% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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