+64.2%
EWZ vs COO
+40.1%
+24.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.7% |
| 7D | +0.1% | -2.1% | +2.1% | +0.7% |
| 30D | -25.9% | +13.9% | -39.8% | -29.1% |
| 3M | -6.1% | -18.9% | +12.8% | -0.2% |
| 6M | -16.1% | +3.7% | -19.8% | -18.8% |
| YTD | +1.0% | -24.1% | +25.1% | +9.2% |
| 1Y | 0.0% | -14.2% | +14.2% | +2.9% |
| 3Y | +16.8% | -24.5% | +41.3% | +20.4% |
| 5Y | +52.1% | -40.4% | +92.5% | +71.4% |
| All | +64.2% | +40.1% | +24.2% | +37.1% |
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