+60,787.5%
EME vs COO
+8,356.5%
+52,430.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +1.9% | -2.2% | +4.1% | +2.4% |
| 30D | -8.3% | -7.0% | -1.3% | -6.7% |
| 3M | -10.7% | +12.2% | -23.0% | -13.6% |
| 6M | +1.9% | -15.1% | +17.0% | +5.3% |
| YTD | +23.5% | -15.1% | +38.6% | +27.6% |
| 1Y | +18.0% | +2.3% | +15.6% | +16.0% |
| 3Y | +236.1% | -23.7% | +259.8% | +247.4% |
| 5Y | +527.9% | -38.9% | +566.8% | +577.9% |
| 10Y | +1,252.8% | +49.9% | +1,202.8% | +1,083.6% |
| All | +60,787.5% | +8,356.5% | +52,430.9% | +31,211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling