+208.4%
EME vs COO
-22.2%
+230.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.1% |
| 7D | -8.8% | +4.5% | -13.3% | -9.2% |
| 30D | -18.2% | +16.9% | -35.1% | -19.9% |
| 3M | -20.2% | -16.7% | -3.5% | -18.3% |
| 6M | -29.9% | +5.9% | -35.8% | -31.2% |
| YTD | +5.7% | -22.4% | +28.2% | +9.5% |
| 1Y | -1.5% | -10.1% | +8.7% | -0.4% |
| 3Y | +208.4% | -22.8% | +231.2% | +206.9% |
| All | +208.4% | -22.2% | +230.6% | +206.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling