+249.6%
EME vs COO
-23.3%
+272.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +2.9% |
| 7D | +5.2% | -2.3% | +7.5% | +5.4% |
| 30D | -5.4% | -8.8% | +3.5% | -4.3% |
| 3M | -6.1% | +1.3% | -7.4% | -6.6% |
| 6M | +9.7% | -11.6% | +21.2% | +11.4% |
| YTD | +26.6% | -17.4% | +44.0% | +29.9% |
| 1Y | +24.6% | -1.6% | +26.2% | +24.2% |
| 3Y | +249.6% | -22.6% | +272.2% | +268.3% |
| All | +249.6% | -23.3% | +272.9% | +268.3% |
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 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