+32.2%
EEM vs COP
+132.2%
-100.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.6% |
| 7D | +5.3% | +3.4% | +1.9% | +5.0% |
| 30D | -7.0% | -0.6% | -6.4% | -7.0% |
| 3M | -8.0% | +10.8% | -18.8% | -9.2% |
| 6M | -6.6% | +19.6% | -26.2% | -8.8% |
| YTD | +12.3% | +52.9% | -40.6% | +4.5% |
| 1Y | +12.2% | +62.2% | -50.0% | +3.2% |
| 3Y | +71.2% | +32.4% | +38.9% | +60.7% |
| 5Y | +32.2% | +129.7% | -97.5% | +10.1% |
| All | +32.2% | +132.2% | -100.0% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling