+1,236.8%
EWY vs COO
+1,546.4%
-309.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.0% |
| 7D | +4.8% | -2.2% | +7.0% | +5.5% |
| 30D | +11.7% | -7.0% | +18.7% | +13.9% |
| 3M | -7.4% | +12.2% | -19.6% | -11.7% |
| 6M | +40.6% | -15.1% | +55.7% | +45.8% |
| YTD | +94.3% | -15.1% | +109.4% | +101.6% |
| 1Y | +164.3% | +2.3% | +161.9% | +158.0% |
| 3Y | +221.0% | -23.7% | +244.7% | +234.5% |
| 5Y | +139.1% | -38.9% | +178.0% | +163.2% |
| 10Y | +298.8% | +49.9% | +248.9% | +231.1% |
| All | +1,236.8% | +1,546.4% | -309.6% | +504.4% |
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 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