+253.6%
COP vs EXE
+187.5%
+66.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | -0.5% | -2.7% | +2.2% | +0.8% |
| 30D | +11.7% | -0.4% | +12.1% | +11.8% |
| 3M | +17.7% | +9.5% | +8.2% | +12.5% |
| 6M | +18.3% | -9.3% | +27.7% | +23.5% |
| YTD | +49.1% | -10.9% | +60.0% | +55.6% |
| 1Y | +53.3% | +4.3% | +49.0% | +47.1% |
| 3Y | +22.2% | +18.8% | +3.3% | +6.6% |
| 5Y | +193.3% | +101.4% | +91.9% | +89.2% |
| All | +253.6% | +187.5% | +66.0% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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