-18.9%
EXE vs COO
-7.7%
-11.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.9% | -8.8% | -3.0% |
| 7D | -4.7% | +8.4% | -13.1% | -4.9% |
| 30D | +1.0% | +13.5% | -12.5% | +0.6% |
| 3M | -5.6% | -13.8% | +8.1% | -3.4% |
| 6M | -12.3% | +4.7% | -17.0% | -12.2% |
| YTD | -19.5% | -21.4% | +1.9% | -15.1% |
| 1Y | -18.9% | -6.7% | -12.1% | -18.3% |
| All | -18.9% | -7.7% | -11.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling