+229.5%
EWY vs COP
+342.2%
-112.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | +4.2% | +4.4% | -0.2% | +3.2% |
| 30D | -10.7% | 0.0% | -10.6% | -10.8% |
| 3M | -20.1% | +15.0% | -35.1% | -22.9% |
| 6M | -24.3% | +22.0% | -46.3% | -28.5% |
| YTD | +46.9% | +55.3% | -8.5% | +28.7% |
| 1Y | +55.2% | +64.1% | -8.9% | +33.8% |
| 3Y | +157.0% | +34.1% | +122.9% | +129.2% |
| 5Y | +98.9% | +133.4% | -34.5% | +45.7% |
| All | +229.5% | +342.2% | -112.7% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling