+91.0%
EEM vs COP
+20.8%
+70.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +3.1% | -0.8% | +3.9% | +3.1% |
| 30D | +4.9% | +15.6% | -10.7% | +4.2% |
| 3M | +5.2% | +14.3% | -9.1% | +4.7% |
| 6M | +20.7% | +17.0% | +3.7% | +18.9% |
| YTD | +26.5% | +47.4% | -21.0% | +19.7% |
| 1Y | +37.8% | +52.4% | -14.6% | +29.5% |
| 3Y | +91.0% | +20.8% | +70.1% | +81.0% |
| All | +91.0% | +20.8% | +70.2% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling