+12.2%
EEM vs COP
+61.7%
-49.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.1% |
| 7D | +5.3% | +3.4% | +1.9% | +6.2% |
| 30D | -7.0% | -0.6% | -6.4% | -7.0% |
| 3M | -8.0% | +10.8% | -18.8% | -5.2% |
| 6M | -6.6% | +19.6% | -26.2% | -1.2% |
| YTD | +12.3% | +52.9% | -40.6% | +14.2% |
| 1Y | +12.2% | +62.2% | -50.0% | +12.8% |
| All | +12.2% | +61.7% | -49.6% | +12.8% |
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