+225.0%
EWY vs COP
+20.1%
+204.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +8.0% | -0.8% | +8.9% | +8.0% |
| 30D | +14.3% | +15.6% | -1.2% | +14.5% |
| 3M | +2.3% | +14.3% | -12.0% | +2.8% |
| 6M | +49.9% | +17.0% | +32.9% | +48.6% |
| YTD | +95.3% | +47.4% | +47.9% | +85.4% |
| 1Y | +161.7% | +52.4% | +109.3% | +146.5% |
| All | +225.0% | +20.1% | +204.8% | +205.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling