+179.3%
EXE vs COO
-29.1%
+208.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.8% |
| 7D | -1.8% | -2.3% | +0.5% | -1.4% |
| 30D | +6.4% | -8.8% | +15.2% | +8.2% |
| 3M | +9.2% | +1.3% | +7.9% | +8.8% |
| 6M | -7.0% | -11.6% | +4.6% | -5.1% |
| YTD | -9.5% | -17.4% | +8.0% | -6.4% |
| 1Y | +6.2% | -1.6% | +7.8% | +5.9% |
| 3Y | +20.7% | -22.6% | +43.4% | +23.6% |
| 5Y | +103.6% | -40.3% | +144.0% | +109.3% |
| All | +179.3% | -29.1% | +208.4% | +191.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling