+148.1%
EWY vs COO
-39.5%
+187.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.2% |
| 7D | +8.0% | -2.3% | +10.3% | +8.6% |
| 30D | +14.3% | -8.8% | +23.2% | +16.9% |
| 3M | +2.3% | +1.3% | +1.0% | +1.0% |
| 6M | +49.9% | -11.6% | +61.4% | +54.4% |
| YTD | +95.3% | -17.4% | +112.8% | +105.8% |
| 1Y | +161.7% | -1.6% | +163.3% | +159.3% |
| 3Y | +230.2% | -22.6% | +252.8% | +243.0% |
| 5Y | +148.1% | -40.3% | +188.5% | +170.0% |
| All | +148.1% | -39.5% | +187.6% | +170.0% |
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