+20.8%
COP vs EXEL
+160.6%
-139.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.6% |
| 7D | -0.8% | +1.4% | -2.2% | -0.8% |
| 30D | +15.6% | +6.7% | +8.9% | +15.7% |
| 3M | +14.3% | +11.5% | +2.9% | +14.4% |
| 6M | +17.0% | +38.8% | -21.8% | +17.1% |
| YTD | +47.4% | +31.6% | +15.9% | +47.5% |
| 1Y | +52.4% | +53.0% | -0.6% | +51.5% |
| 3Y | +20.8% | +160.8% | -140.0% | +18.3% |
| All | +20.8% | +160.6% | -139.8% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling