+257.0%
COP vs EXE
+163.8%
+93.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +0.7% | +1.5% | -0.8% | -0.1% |
| 30D | +0.2% | -0.2% | +0.4% | +0.3% |
| 3M | +10.2% | -9.2% | +19.5% | +15.4% |
| 6M | +20.1% | -7.2% | +27.3% | +24.3% |
| YTD | +50.5% | -18.3% | +68.8% | +63.9% |
| 1Y | +56.8% | -23.6% | +80.4% | +76.3% |
| 3Y | +30.3% | +21.9% | +8.3% | +11.6% |
| 5Y | +126.8% | +73.7% | +53.2% | +59.0% |
| All | +257.0% | +163.8% | +93.3% | +96.8% |
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