+144.5%
EXE vs COO
-33.1%
+177.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.2% |
| 7D | -3.9% | +4.3% | -8.2% | -4.6% |
| 30D | -2.6% | +17.6% | -20.1% | -5.2% |
| 3M | -6.9% | -13.9% | +7.0% | -4.6% |
| 6M | -9.3% | +6.6% | -15.9% | -10.9% |
| YTD | -20.7% | -22.0% | +1.3% | -17.5% |
| 1Y | -21.8% | -8.8% | -13.0% | -21.1% |
| 3Y | +16.2% | -21.5% | +37.7% | +17.3% |
| 5Y | +61.1% | -41.0% | +102.1% | +66.7% |
| All | +144.5% | -33.1% | +177.6% | +157.4% |
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