+25.7%
COP vs EXPD
+68.8%
-43.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | -11.5% | -7.2% | -4.4% | -10.1% |
| 30D | +5.0% | -3.3% | +8.2% | +5.7% |
| 3M | +17.5% | +3.4% | +14.1% | +16.6% |
| 6M | +16.2% | +22.7% | -6.5% | +10.7% |
| YTD | +48.8% | +24.5% | +24.3% | +39.9% |
| 1Y | +64.1% | +38.6% | +25.4% | +49.0% |
| 3Y | +25.7% | +71.5% | -45.8% | +3.0% |
| All | +25.7% | +68.8% | -43.2% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling