+1,284.9%
EME vs COO
+17.5%
+1,267.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.7% | +13.9% | +4.1% |
| 7D | +0.9% | -23.3% | +24.3% | +9.8% |
| 30D | -8.4% | -29.5% | +21.1% | +2.5% |
| 3M | -3.6% | -20.0% | +16.4% | +2.7% |
| 6M | +3.6% | -27.2% | +30.8% | +13.8% |
| YTD | +22.5% | -33.9% | +56.4% | +39.3% |
| 1Y | +18.2% | -19.9% | +38.1% | +24.3% |
| 3Y | +238.4% | -38.1% | +276.5% | +275.9% |
| 5Y | +550.5% | -52.0% | +602.5% | +695.5% |
| All | +1,284.9% | +17.5% | +1,267.3% | +1,185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling