+62.4%
EWY vs COP
+61.7%
+0.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -4.0% |
| 7D | -8.3% | -8.1% | -0.2% | -11.3% |
| 30D | -20.5% | +6.7% | -27.2% | -18.0% |
| 3M | -11.1% | +16.9% | -28.0% | -4.0% |
| 6M | -7.0% | +11.2% | -18.2% | +1.0% |
| YTD | +56.5% | +49.5% | +7.0% | +57.1% |
| 1Y | +62.4% | +60.7% | +1.7% | +60.1% |
| All | +62.4% | +61.7% | +0.7% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling