+477.3%
COP vs XME
+179.0%
+298.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.9% |
| 7D | -6.1% | -0.2% | -5.9% | -6.3% |
| 30D | +1.1% | -9.2% | +10.3% | +5.8% |
| 3M | +10.9% | -17.8% | +28.7% | +21.6% |
| 6M | +20.8% | -20.0% | +40.8% | +31.4% |
| YTD | +48.0% | -6.6% | +54.6% | +43.7% |
| 1Y | +58.5% | +1.8% | +56.8% | +45.5% |
| 3Y | +28.1% | +98.7% | -70.6% | -23.4% |
| 5Y | +120.5% | +123.9% | -3.5% | +19.7% |
| 10Y | +310.1% | +277.9% | +32.3% | +61.6% |
| All | +477.3% | +179.0% | +298.3% | +104.4% |
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