+150.1%
EXE vs COO
-33.4%
+183.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | -2.2% | +4.5% | -6.7% | -2.9% |
| 30D | -0.3% | +16.9% | -17.2% | -2.9% |
| 3M | -9.3% | -16.7% | +7.4% | -6.6% |
| 6M | -7.2% | +5.9% | -13.2% | -8.8% |
| YTD | -18.9% | -22.4% | +3.5% | -15.5% |
| 1Y | -21.7% | -10.1% | -11.6% | -20.8% |
| 3Y | +21.0% | -22.8% | +43.8% | +22.6% |
| 5Y | +76.0% | -41.4% | +117.4% | +82.2% |
| All | +150.1% | -33.4% | +183.6% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling