+81.2%
EWZ vs COO
+48.2%
+33.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +6.5% | -2.2% | +8.7% | +7.3% |
| 30D | +4.8% | -7.0% | +11.9% | +7.4% |
| 3M | +9.9% | +12.2% | -2.3% | +4.5% |
| 6M | +1.9% | -15.1% | +17.1% | +7.3% |
| YTD | +20.3% | -15.1% | +35.4% | +26.5% |
| 1Y | +35.6% | +2.3% | +33.3% | +31.9% |
| 3Y | +43.4% | -23.7% | +67.1% | +50.2% |
| 5Y | +55.9% | -38.9% | +94.9% | +78.4% |
| All | +81.2% | +48.2% | +33.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling