+1,677.3%
COP vs EXEL
+347.1%
+1,330.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +0.7% | -2.8% | +3.5% | +0.9% |
| 30D | +0.2% | +18.2% | -18.0% | -1.5% |
| 3M | +10.2% | +37.7% | -27.5% | +6.7% |
| 6M | +20.1% | +42.2% | -22.1% | +15.6% |
| YTD | +50.5% | +61.3% | -10.8% | +42.6% |
| 1Y | +56.8% | +64.5% | -7.7% | +48.2% |
| 3Y | +30.3% | +236.7% | -206.4% | +12.8% |
| 5Y | +126.8% | +296.3% | -169.5% | +91.1% |
| 10Y | +325.0% | +331.1% | -6.1% | +243.9% |
| All | +1,677.3% | +347.1% | +1,330.2% | +950.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling