+169.7%
EXE vs COPX
+191.1%
-21.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.1% | -2.3% | -0.8% | -2.6% |
| 30D | -0.9% | +0.3% | -1.2% | -1.3% |
| 3M | +9.6% | +6.8% | +2.7% | +6.5% |
| 6M | -11.6% | +7.9% | -19.6% | -15.9% |
| YTD | -12.6% | +23.7% | -36.3% | -22.6% |
| 1Y | +1.2% | +71.5% | -70.4% | -21.8% |
| 3Y | +18.0% | +149.1% | -131.1% | -26.2% |
| 5Y | +101.1% | +167.3% | -66.2% | +17.7% |
| All | +169.7% | +191.1% | -21.4% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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