+193.3%
COP vs XME
+183.2%
+10.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +11.7% | +1.4% | +10.3% | +10.8% |
| 3M | +17.7% | +2.7% | +15.0% | +15.3% |
| 6M | +18.3% | +6.5% | +11.8% | +11.9% |
| YTD | +49.1% | +15.2% | +33.9% | +33.9% |
| 1Y | +53.3% | +43.5% | +9.8% | +20.4% |
| 3Y | +22.2% | +135.9% | -113.7% | -30.2% |
| 5Y | +193.3% | +181.5% | +11.9% | +48.9% |
| All | +193.3% | +183.2% | +10.1% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling