+882.5%
EME vs COO
+40.1%
+842.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +11.3% | -2.1% | +13.4% | +12.1% |
| 30D | -14.6% | +13.9% | -28.5% | -18.6% |
| 3M | -20.4% | -18.9% | -1.5% | -15.4% |
| 6M | -28.3% | +3.7% | -32.0% | -30.8% |
| YTD | +8.6% | -24.1% | +32.7% | +17.4% |
| 1Y | +3.2% | -14.2% | +17.4% | +6.3% |
| 3Y | +216.8% | -24.5% | +241.2% | +226.2% |
| 5Y | +417.5% | -40.4% | +457.9% | +481.0% |
| All | +882.5% | +40.1% | +842.5% | +698.5% |
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