+226.4%
EWY vs COO
-27.8%
+254.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.2% | +6.7% | +1.3% |
| 7D | +6.7% | -9.0% | +15.6% | +8.0% |
| 30D | +17.0% | -16.8% | +33.8% | +20.0% |
| 3M | +3.7% | -7.5% | +11.1% | +4.1% |
| 6M | +42.5% | -16.3% | +58.8% | +47.4% |
| YTD | +96.2% | -22.5% | +118.8% | +106.9% |
| 1Y | +160.4% | -7.0% | +167.4% | +162.0% |
| All | +226.4% | -27.8% | +254.2% | +242.4% |
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