+50.3%
EWZ vs COO
+40.7%
+9.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.2% |
| 7D | +1.4% | +4.3% | -2.9% | 0.0% |
| 30D | -25.1% | +17.6% | -42.7% | -29.1% |
| 3M | -7.7% | -13.9% | +6.2% | -3.9% |
| 6M | -15.8% | +6.6% | -22.4% | -19.3% |
| YTD | +3.6% | -22.0% | +25.6% | +11.1% |
| 1Y | +5.5% | -8.8% | +14.3% | +6.3% |
| 3Y | +22.1% | -21.5% | +43.6% | +24.1% |
| 5Y | +58.3% | -41.0% | +99.4% | +80.0% |
| 10Y | +50.3% | +40.9% | +9.4% | +23.1% |
| All | +50.3% | +40.7% | +9.6% | +23.1% |
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