+346.7%
EWZ vs COO
+1,288.8%
-942.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -4.2% | +5.3% | -9.4% | -5.7% |
| 30D | -26.1% | +12.5% | -38.7% | -28.9% |
| 3M | -12.0% | -15.1% | +3.1% | -8.5% |
| 6M | -19.3% | +3.7% | -22.9% | -21.5% |
| YTD | +0.9% | -22.5% | +23.4% | +7.3% |
| 1Y | +3.4% | -7.8% | +11.2% | +3.7% |
| 3Y | +18.6% | -24.1% | +42.7% | +22.6% |
| 5Y | +56.6% | -40.1% | +96.7% | +71.3% |
| 10Y | +50.3% | +44.7% | +5.6% | +24.2% |
| All | +346.7% | +1,288.8% | -942.0% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling