+53.3%
COP vs EXE
+4.5%
+48.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | -0.5% | -2.7% | +2.2% | +0.5% |
| 30D | +11.7% | -0.4% | +12.1% | +11.8% |
| 3M | +17.7% | +9.5% | +8.2% | +14.1% |
| 6M | +18.3% | -9.3% | +27.7% | +20.4% |
| YTD | +49.1% | -10.9% | +60.0% | +53.1% |
| 1Y | +53.3% | +4.3% | +49.0% | +44.4% |
| All | +53.3% | +4.5% | +48.8% | +44.4% |
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