+1,236.8%
EWY vs COP
+1,498.1%
-261.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.0% |
| 7D | +4.8% | +3.0% | +1.8% | +3.5% |
| 30D | +11.7% | +17.5% | -5.8% | +4.5% |
| 3M | -7.4% | +13.4% | -20.8% | -13.0% |
| 6M | +40.6% | +17.7% | +22.8% | +27.8% |
| YTD | +94.3% | +46.6% | +47.7% | +60.8% |
| 1Y | +164.3% | +44.6% | +119.7% | +118.8% |
| 3Y | +221.0% | +20.7% | +200.3% | +176.5% |
| 5Y | +139.1% | +185.0% | -45.9% | +31.0% |
| 10Y | +298.8% | +347.0% | -48.2% | +43.0% |
| All | +1,236.8% | +1,498.1% | -261.3% | +189.7% |
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 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