+123.1%
COP vs EXPD
+58.3%
+64.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -6.1% | -7.4% | +1.3% | -4.4% |
| 30D | +1.1% | -2.1% | +3.2% | +1.6% |
| 3M | +10.9% | +5.7% | +5.3% | +9.3% |
| 6M | +20.8% | +21.4% | -0.6% | +14.7% |
| YTD | +48.0% | +27.6% | +20.4% | +37.6% |
| 1Y | +58.5% | +36.1% | +22.4% | +44.5% |
| 3Y | +28.1% | +69.9% | -41.7% | +7.6% |
| All | +123.1% | +58.3% | +64.8% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling