+4.3%
EWZ vs COO
-9.4%
+13.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | -1.5% | +4.7% | -6.2% | -1.5% |
| 30D | -24.5% | +13.9% | -38.4% | -24.5% |
| 3M | -10.7% | -14.9% | +4.3% | -9.8% |
| 6M | -19.1% | +2.0% | -21.1% | -20.2% |
| YTD | +1.6% | -23.9% | +25.5% | +2.3% |
| 1Y | +4.3% | -9.6% | +13.9% | +10.3% |
| All | +4.3% | -9.4% | +13.7% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling