+46.6%
EEM vs COP
+195.6%
-149.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +2.0% | -0.5% | +2.5% | +2.0% |
| 30D | +5.1% | +11.7% | -6.6% | +3.8% |
| 3M | +4.6% | +17.7% | -13.1% | +2.5% |
| 6M | +17.8% | +18.3% | -0.5% | +14.6% |
| YTD | +25.8% | +49.1% | -23.2% | +17.6% |
| 1Y | +36.4% | +53.3% | -16.9% | +26.6% |
| 3Y | +90.0% | +22.2% | +67.8% | +80.6% |
| 5Y | +46.6% | +193.3% | -146.7% | +16.5% |
| All | +46.6% | +195.6% | -149.0% | +16.5% |
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