+910.6%
EWY vs COO
+1,382.2%
-471.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +4.2% | +0.5% | +3.7% | +4.1% |
| 30D | -10.7% | +14.2% | -24.8% | -14.3% |
| 3M | -20.1% | -18.2% | -1.9% | -16.1% |
| 6M | -24.3% | +5.3% | -29.7% | -27.2% |
| YTD | +46.9% | -23.6% | +70.4% | +55.8% |
| 1Y | +55.2% | -12.7% | +67.9% | +57.8% |
| 3Y | +157.0% | -24.2% | +181.2% | +165.8% |
| 5Y | +98.9% | -40.0% | +138.9% | +118.3% |
| 10Y | +226.3% | +41.6% | +184.7% | +173.3% |
| All | +910.6% | +1,382.2% | -471.6% | +367.3% |
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