+5,862.8%
COF vs EXPD
+17,970.7%
-12,107.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +1.8% | -1.1% | +3.0% | +2.3% |
| 30D | -0.6% | +4.1% | -4.6% | -2.4% |
| 3M | +20.3% | +17.9% | +2.4% | +11.3% |
| 6M | +13.0% | +29.2% | -16.2% | -0.4% |
| YTD | -8.3% | +27.4% | -35.7% | -19.2% |
| 1Y | -1.5% | +56.8% | -58.3% | -21.6% |
| 3Y | +122.3% | +68.0% | +54.2% | +68.9% |
| 5Y | +52.5% | +61.9% | -9.4% | +16.2% |
| 10Y | +264.9% | +316.0% | -51.1% | +83.7% |
| All | +5,862.8% | +17,970.7% | -12,107.9% | +1,132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling