+166.0%
EWY vs COP
+30.3%
+135.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +6.3% |
| 7D | -2.8% | +0.7% | -3.5% | -2.8% |
| 30D | -13.1% | +0.2% | -13.3% | -13.1% |
| 3M | -11.6% | +10.2% | -21.8% | -11.3% |
| 6M | -23.4% | +20.1% | -43.5% | -23.0% |
| YTD | +52.0% | +50.5% | +1.5% | +44.6% |
| 1Y | +58.6% | +56.8% | +1.8% | +49.6% |
| All | +166.0% | +30.3% | +135.7% | +149.7% |
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