+336.7%
COP vs EXEL
+320.7%
+16.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +4.4% | -0.8% | +5.2% | +4.5% |
| 30D | 0.0% | +13.1% | -13.2% | -2.0% |
| 3M | +15.0% | +36.3% | -21.3% | +9.5% |
| 6M | +22.0% | +34.5% | -12.5% | +15.9% |
| YTD | +55.3% | +57.4% | -2.1% | +43.0% |
| 1Y | +64.1% | +62.9% | +1.2% | +50.0% |
| 3Y | +34.1% | +229.5% | -195.4% | +4.0% |
| 5Y | +133.4% | +281.2% | -147.8% | +71.6% |
| All | +336.7% | +320.7% | +16.0% | +222.7% |
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