+32.5%
EEM vs COP
+53.9%
-21.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.1% |
| 7D | -0.7% | +1.0% | -1.7% | -0.5% |
| 30D | +2.4% | +9.6% | -7.2% | +4.2% |
| 3M | +4.2% | +15.0% | -10.9% | +7.7% |
| 6M | +14.8% | +21.8% | -7.0% | +17.0% |
| YTD | +23.1% | +49.6% | -26.5% | +21.3% |
| 1Y | +32.5% | +49.9% | -17.3% | +29.7% |
| All | +32.5% | +53.9% | -21.3% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling