+251.1%
COP vs EXE
+161.7%
+89.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.3% |
| 7D | -6.1% | -2.2% | -3.9% | -5.1% |
| 30D | +1.1% | -0.3% | +1.4% | +1.2% |
| 3M | +10.9% | -9.3% | +20.3% | +16.3% |
| 6M | +20.8% | -7.2% | +28.0% | +25.0% |
| YTD | +48.0% | -18.9% | +66.9% | +61.8% |
| 1Y | +58.5% | -21.7% | +80.2% | +76.0% |
| 3Y | +28.1% | +21.0% | +7.1% | +10.2% |
| 5Y | +120.5% | +76.0% | +44.5% | +53.6% |
| All | +251.1% | +161.7% | +89.4% | +94.3% |
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