+4,690.3%
COP vs EXC
+2,465.6%
+2,224.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | -1.9% | +5.3% | +4.2% |
| 30D | -0.6% | +7.8% | -8.4% | -3.6% |
| 3M | +10.8% | +1.9% | +8.9% | +9.7% |
| 6M | +19.6% | +3.4% | +16.2% | +17.4% |
| YTD | +52.9% | +7.6% | +45.3% | +47.3% |
| 1Y | +62.2% | +2.1% | +60.1% | +59.3% |
| 3Y | +32.4% | +29.6% | +2.8% | +15.8% |
| 5Y | +129.7% | +39.5% | +90.2% | +92.9% |
| 10Y | +331.8% | +200.2% | +131.6% | +166.9% |
| All | +4,690.3% | +2,465.6% | +2,224.7% | +2,174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling