+153.3%
EWY vs COP
+195.6%
-42.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +6.7% | -0.5% | +7.2% | +6.7% |
| 30D | +17.0% | +11.7% | +5.2% | +15.6% |
| 3M | +3.7% | +17.7% | -14.0% | +1.8% |
| 6M | +42.5% | +18.3% | +24.2% | +38.5% |
| YTD | +96.2% | +49.1% | +47.2% | +82.3% |
| 1Y | +160.4% | +53.3% | +107.1% | +140.1% |
| 3Y | +231.7% | +22.2% | +209.5% | +213.8% |
| 5Y | +153.3% | +193.3% | -40.0% | +95.1% |
| All | +153.3% | +195.6% | -42.3% | +95.1% |
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