+340.2%
COP vs EXEL
+378.5%
-38.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -0.5% | -0.3% | -0.1% | -0.4% |
| 30D | +11.7% | +10.1% | +1.6% | +10.2% |
| 3M | +17.7% | +10.1% | +7.6% | +15.8% |
| 6M | +18.3% | +37.7% | -19.4% | +12.3% |
| YTD | +49.1% | +33.1% | +16.0% | +41.8% |
| 1Y | +53.3% | +52.4% | +0.9% | +42.2% |
| 3Y | +22.2% | +163.8% | -141.7% | +0.6% |
| 5Y | +193.3% | +198.5% | -5.2% | +131.9% |
| 10Y | +340.2% | +386.9% | -46.7% | +262.8% |
| All | +340.2% | +378.5% | -38.3% | +262.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling