+191.7%
COP vs EXE
+106.6%
+85.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -0.8% | -1.8% | +0.9% | 0.0% |
| 30D | +15.6% | +6.4% | +9.2% | +12.2% |
| 3M | +14.3% | +9.2% | +5.1% | +9.6% |
| 6M | +17.0% | -7.0% | +24.0% | +20.6% |
| YTD | +47.4% | -9.5% | +56.9% | +52.7% |
| 1Y | +52.4% | +6.2% | +46.2% | +45.1% |
| 3Y | +20.8% | +20.7% | +0.1% | +4.9% |
| 5Y | +191.7% | +103.6% | +88.0% | +98.9% |
| All | +191.7% | +106.6% | +85.1% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling