+179.3%
EXE vs COPX
+210.3%
-31.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.9% |
| 7D | -1.8% | +5.8% | -7.6% | -3.4% |
| 30D | +6.4% | +7.2% | -0.8% | +4.0% |
| 3M | +9.2% | +16.5% | -7.3% | +3.5% |
| 6M | -7.0% | +18.4% | -25.4% | -13.9% |
| YTD | -9.5% | +31.9% | -41.4% | -21.2% |
| 1Y | +6.2% | +88.5% | -82.3% | -20.3% |
| 3Y | +20.7% | +173.1% | -152.4% | -26.8% |
| 5Y | +103.6% | +193.1% | -89.5% | +16.0% |
| All | +179.3% | +210.3% | -31.1% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling