+325.0%
COP vs EXC
+197.6%
+127.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.7% | -1.4% | +2.0% | +1.3% |
| 30D | +0.2% | +8.3% | -8.1% | -3.5% |
| 3M | +10.2% | +2.6% | +7.6% | +8.5% |
| 6M | +20.1% | +5.2% | +14.9% | +16.5% |
| YTD | +50.5% | +7.5% | +43.0% | +43.7% |
| 1Y | +56.8% | +3.2% | +53.6% | +52.5% |
| 3Y | +30.3% | +29.5% | +0.7% | +9.6% |
| 5Y | +126.8% | +39.7% | +87.2% | +78.5% |
| 10Y | +325.0% | +200.1% | +124.9% | +177.2% |
| All | +325.0% | +197.6% | +127.4% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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