+1,295.9%
EME vs COO
+37.7%
+1,258.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.2% | +3.8% | -0.3% |
| 7D | +2.7% | -9.0% | +11.7% | +6.0% |
| 30D | -6.8% | -16.8% | +10.0% | -0.9% |
| 3M | -8.8% | -7.5% | -1.3% | -7.0% |
| 6M | +5.0% | -16.3% | +21.3% | +10.6% |
| YTD | +23.5% | -22.5% | +46.0% | +33.8% |
| 1Y | +21.3% | -7.0% | +28.3% | +22.0% |
| 3Y | +241.1% | -27.5% | +268.5% | +261.0% |
| 5Y | +549.2% | -43.3% | +592.5% | +653.6% |
| All | +1,295.9% | +37.7% | +1,258.1% | +1,134.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling