+549.2%
EME vs COO
-44.2%
+593.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.2% | +3.8% | -1.0% |
| 7D | +2.7% | -9.0% | +11.7% | +4.9% |
| 30D | -6.8% | -16.8% | +10.0% | -2.8% |
| 3M | -8.8% | -7.5% | -1.3% | -7.6% |
| 6M | +5.0% | -16.3% | +21.3% | +9.0% |
| YTD | +23.5% | -22.5% | +46.0% | +30.8% |
| 1Y | +21.3% | -7.0% | +28.3% | +21.8% |
| 3Y | +241.1% | -27.5% | +268.5% | +254.9% |
| 5Y | +549.2% | -43.3% | +592.5% | +638.3% |
| All | +549.2% | -44.2% | +593.3% | +638.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling