+60.7%
COP vs EXEL
+92.4%
-31.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.1% |
| 7D | -8.1% | +9.8% | -17.9% | -6.9% |
| 30D | +6.7% | +23.6% | -17.0% | +9.9% |
| 3M | +16.9% | +29.9% | -13.0% | +21.5% |
| 6M | +11.2% | +64.7% | -53.5% | +20.5% |
| YTD | +49.5% | +66.0% | -16.5% | +63.0% |
| 1Y | +60.7% | +92.0% | -31.3% | +76.9% |
| All | +60.7% | +92.4% | -31.7% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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