+432.5%
EWZ vs COO
+1,421.7%
-989.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +6.5% | -2.2% | +8.7% | +7.2% |
| 30D | +4.8% | -7.0% | +11.9% | +7.1% |
| 3M | +9.9% | +12.2% | -2.3% | +5.3% |
| 6M | +1.9% | -15.1% | +17.1% | +6.5% |
| YTD | +20.3% | -15.1% | +35.4% | +25.5% |
| 1Y | +35.6% | +2.3% | +33.3% | +32.7% |
| 3Y | +43.4% | -23.7% | +67.1% | +49.5% |
| 5Y | +55.9% | -38.9% | +94.9% | +71.2% |
| 10Y | +84.2% | +49.9% | +34.2% | +51.8% |
| All | +432.5% | +1,421.7% | -989.2% | +124.4% |
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