+496.3%
COP vs XME
+175.1%
+321.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.7% |
| 7D | +3.4% | +5.3% | -1.9% | +0.2% |
| 30D | -0.6% | -8.2% | +7.6% | +3.4% |
| 3M | +10.8% | -18.4% | +29.1% | +21.8% |
| 6M | +19.6% | -22.8% | +42.5% | +32.7% |
| YTD | +52.9% | -7.9% | +60.8% | +49.5% |
| 1Y | +62.2% | -0.9% | +63.1% | +51.2% |
| 3Y | +32.4% | +96.0% | -63.6% | -20.3% |
| 5Y | +129.7% | +110.3% | +19.4% | +29.5% |
| 10Y | +331.8% | +272.8% | +58.9% | +71.4% |
| All | +496.3% | +175.1% | +321.3% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling