+248.2%
COP vs EXE
+155.8%
+92.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.1% |
| 7D | -8.4% | -3.9% | -4.5% | -6.6% |
| 30D | +0.3% | -2.6% | +2.8% | +1.5% |
| 3M | +15.1% | -6.9% | +22.0% | +19.1% |
| 6M | +19.8% | -9.3% | +29.1% | +25.4% |
| YTD | +46.8% | -20.7% | +67.6% | +62.2% |
| 1Y | +59.7% | -21.8% | +81.6% | +77.5% |
| 3Y | +28.7% | +16.2% | +12.5% | +13.0% |
| 5Y | +110.7% | +61.1% | +49.6% | +53.0% |
| All | +248.2% | +155.8% | +92.4% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling