+186.4%
COP vs EXC
+47.1%
+139.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +17.5% | -3.7% | +21.2% | +18.4% |
| 3M | +13.4% | -1.3% | +14.6% | +13.5% |
| 6M | +17.7% | -9.7% | +27.4% | +20.2% |
| YTD | +46.6% | +2.9% | +43.7% | +45.0% |
| 1Y | +44.6% | +4.4% | +40.2% | +42.1% |
| 3Y | +20.7% | +22.2% | -1.5% | +11.8% |
| All | +186.4% | +47.1% | +139.3% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling