+910.6%
EWY vs COP
+1,593.5%
-682.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.4% |
| 7D | +4.2% | +4.4% | -0.2% | +2.4% |
| 30D | -10.7% | 0.0% | -10.6% | -10.9% |
| 3M | -20.1% | +15.0% | -35.1% | -25.1% |
| 6M | -24.3% | +22.0% | -46.3% | -31.7% |
| YTD | +46.9% | +55.3% | -8.5% | +17.9% |
| 1Y | +55.2% | +64.1% | -8.9% | +21.4% |
| 3Y | +157.0% | +34.1% | +122.9% | +111.2% |
| 5Y | +98.9% | +133.4% | -34.5% | +19.5% |
| 10Y | +226.3% | +338.6% | -112.3% | +19.4% |
| All | +910.6% | +1,593.5% | -682.9% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling