+147.9%
EWY vs COO
-22.2%
+170.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -10.2% | +4.5% | -14.7% | -10.6% |
| 30D | -21.5% | +16.9% | -38.4% | -23.0% |
| 3M | -14.7% | -16.7% | +2.0% | -12.6% |
| 6M | -26.8% | +5.9% | -32.8% | -28.8% |
| YTD | +43.2% | -22.4% | +65.6% | +50.7% |
| 1Y | +48.7% | -10.1% | +58.9% | +51.4% |
| 3Y | +147.9% | -22.8% | +170.7% | +152.6% |
| All | +147.9% | -22.2% | +170.1% | +152.6% |
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