+28.7%
COP vs EXEL
+244.2%
-215.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.3% |
| 7D | -8.4% | +2.3% | -10.7% | -8.4% |
| 30D | +0.3% | +19.8% | -19.6% | +0.4% |
| 3M | +15.1% | +32.7% | -17.6% | +15.3% |
| 6M | +19.8% | +49.0% | -29.2% | +19.8% |
| YTD | +46.8% | +63.7% | -16.9% | +46.7% |
| 1Y | +59.7% | +75.8% | -16.0% | +59.0% |
| 3Y | +28.7% | +241.3% | -212.6% | +19.4% |
| All | +28.7% | +244.2% | -215.5% | +19.4% |
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