+303.5%
EWY vs COP
+345.8%
-42.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -0.1% | +2.3% | -2.4% | -0.6% |
| 30D | +7.3% | +8.6% | -1.3% | +5.2% |
| 3M | -5.1% | +19.9% | -25.0% | -9.5% |
| 6M | +42.1% | +19.0% | +23.0% | +34.2% |
| YTD | +94.1% | +50.0% | +44.2% | +72.3% |
| 1Y | +147.8% | +50.5% | +97.3% | +119.1% |
| 3Y | +222.9% | +25.2% | +197.7% | +193.7% |
| 5Y | +150.6% | +194.3% | -43.7% | +71.5% |
| All | +303.5% | +345.8% | -42.3% | +134.6% |
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