+186.4%
COP vs EXEL
+199.5%
-13.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +3.0% | +8.4% | -5.4% | +2.7% |
| 30D | +17.5% | +4.1% | +13.4% | +17.3% |
| 3M | +13.4% | +12.4% | +0.9% | +12.7% |
| 6M | +17.7% | +41.5% | -23.8% | +15.6% |
| YTD | +46.6% | +34.6% | +12.0% | +44.2% |
| 1Y | +44.6% | +57.9% | -13.3% | +40.3% |
| 3Y | +20.7% | +159.5% | -138.8% | +10.0% |
| All | +186.4% | +199.5% | -13.2% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling