+340.2%
COP vs XME
+412.4%
-72.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +11.7% | +1.4% | +10.3% | +10.2% |
| 3M | +17.7% | +2.7% | +15.0% | +13.6% |
| 6M | +18.3% | +6.5% | +11.8% | +8.6% |
| YTD | +49.1% | +15.2% | +33.9% | +28.0% |
| 1Y | +53.3% | +43.5% | +9.8% | +10.9% |
| 3Y | +22.2% | +135.9% | -113.7% | -40.3% |
| 5Y | +193.3% | +181.5% | +11.9% | +19.0% |
| 10Y | +340.2% | +436.9% | -96.6% | +0.2% |
| All | +340.2% | +412.4% | -72.2% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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