+98.8%
EWY vs COO
-41.3%
+140.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -10.2% | +4.5% | -14.7% | -11.2% |
| 30D | -21.5% | +16.9% | -38.4% | -24.5% |
| 3M | -14.7% | -16.7% | +2.0% | -11.1% |
| 6M | -26.8% | +5.9% | -32.8% | -29.8% |
| YTD | +43.2% | -22.4% | +65.6% | +52.7% |
| 1Y | +48.7% | -10.1% | +58.9% | +50.9% |
| 3Y | +147.9% | -22.8% | +170.7% | +153.9% |
| 5Y | +98.8% | -41.4% | +140.2% | +118.5% |
| All | +98.8% | -41.3% | +140.1% | +118.5% |
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