+336.7%
COP vs XME
+260.6%
+76.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.5% |
| 7D | +4.4% | +0.3% | +4.1% | +3.9% |
| 30D | 0.0% | -6.1% | +6.1% | +2.9% |
| 3M | +15.0% | -18.6% | +33.6% | +27.5% |
| 6M | +22.0% | -23.9% | +45.9% | +37.5% |
| YTD | +55.3% | -9.3% | +64.7% | +51.3% |
| 1Y | +64.1% | +1.8% | +62.4% | +47.1% |
| 3Y | +34.1% | +93.0% | -58.9% | -28.1% |
| 5Y | +133.4% | +107.0% | +26.4% | +12.8% |
| All | +336.7% | +260.6% | +76.1% | +22.7% |
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