+25.7%
COP vs EXC
+26.3%
-0.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.7% |
| 7D | -11.5% | -1.2% | -10.4% | -11.5% |
| 30D | +5.0% | +10.0% | -5.0% | +4.4% |
| 3M | +17.5% | +1.6% | +15.9% | +17.3% |
| 6M | +16.2% | +3.3% | +13.0% | +16.0% |
| YTD | +48.8% | +7.6% | +41.2% | +48.2% |
| 1Y | +64.1% | +3.5% | +60.6% | +63.6% |
| 3Y | +25.7% | +27.7% | -2.0% | +20.0% |
| All | +25.7% | +26.3% | -0.6% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling