+175.7%
COF vs EXPD
+335.0%
-159.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -3.4% | +5.5% | -8.9% | -6.4% |
| 30D | +0.4% | -0.8% | +1.2% | +0.6% |
| 3M | -12.5% | +4.1% | -16.7% | -15.0% |
| 6M | +8.3% | +25.7% | -17.4% | -6.2% |
| YTD | -18.6% | +31.4% | -50.0% | -32.6% |
| 1Y | -8.6% | +42.2% | -50.8% | -28.1% |
| 3Y | +94.7% | +77.2% | +17.5% | +27.9% |
| 5Y | +35.3% | +61.0% | -25.7% | -7.3% |
| All | +175.7% | +335.0% | -159.3% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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