+105.9%
EWY vs COP
+128.6%
-22.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +6.1% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -13.1% | +0.2% | -13.3% | -13.2% |
| 3M | -11.6% | +10.2% | -21.8% | -12.6% |
| 6M | -23.4% | +20.1% | -43.5% | -25.1% |
| YTD | +52.0% | +50.5% | +1.5% | +40.9% |
| 1Y | +58.6% | +56.8% | +1.8% | +45.7% |
| 3Y | +163.3% | +30.3% | +133.0% | +146.2% |
| All | +105.9% | +128.6% | -22.7% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling