-62.1%
XE vs COO
-3.2%
-58.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.4% |
| 7D | +6.2% | +0.5% | +5.8% | +6.4% |
| 30D | -4.8% | +14.2% | -19.0% | -0.9% |
| 3M | -51.3% | -18.2% | -33.0% | -57.7% |
| 6M | -64.2% | +5.3% | -69.6% | -62.2% |
| All | -62.1% | -3.2% | -58.8% | -58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling