+320.3%
COP vs EXPD
+304.0%
+16.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.6% |
| 7D | -11.5% | -7.2% | -4.4% | -8.8% |
| 30D | +5.0% | -3.3% | +8.2% | +6.3% |
| 3M | +17.5% | +3.4% | +14.1% | +15.5% |
| 6M | +16.2% | +22.7% | -6.5% | +5.5% |
| YTD | +48.8% | +24.5% | +24.3% | +32.0% |
| 1Y | +64.1% | +38.6% | +25.4% | +38.1% |
| 3Y | +25.7% | +71.5% | -45.8% | -7.5% |
| 5Y | +114.4% | +56.2% | +58.1% | +60.5% |
| All | +320.3% | +304.0% | +16.2% | +88.8% |
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