+64.1%
COP vs EXE
-23.9%
+88.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | +4.4% | +5.3% | -0.9% | +2.2% |
| 30D | 0.0% | -2.2% | +2.2% | +0.9% |
| 3M | +15.0% | -5.9% | +20.9% | +17.7% |
| 6M | +22.0% | -5.7% | +27.7% | +24.5% |
| YTD | +55.3% | -17.8% | +73.2% | +65.9% |
| 1Y | +64.1% | -23.1% | +87.3% | +79.5% |
| All | +64.1% | -23.9% | +88.1% | +79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling