+4,492.0%
COP vs EXC
+2,353.7%
+2,138.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +17.5% | -3.7% | +21.2% | +19.1% |
| 3M | +13.4% | -1.3% | +14.6% | +13.6% |
| 6M | +17.7% | -9.7% | +27.4% | +21.9% |
| YTD | +46.6% | +2.9% | +43.7% | +43.9% |
| 1Y | +44.6% | +4.4% | +40.2% | +40.8% |
| 3Y | +20.7% | +22.2% | -1.5% | +8.2% |
| 5Y | +185.0% | +46.7% | +138.3% | +134.5% |
| 10Y | +347.0% | +155.3% | +191.6% | +193.3% |
| All | +4,492.0% | +2,353.7% | +2,138.2% | +2,123.6% |
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