+4,492.0%
COP vs EXPD
+30,859.1%
-26,367.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +3.0% | -1.1% | +4.1% | +3.2% |
| 30D | +17.5% | +4.1% | +13.4% | +16.4% |
| 3M | +13.4% | +17.9% | -4.5% | +9.1% |
| 6M | +17.7% | +29.2% | -11.5% | +10.8% |
| YTD | +46.6% | +27.4% | +19.2% | +37.9% |
| 1Y | +44.6% | +56.8% | -12.2% | +29.6% |
| 3Y | +20.7% | +68.0% | -47.3% | +5.9% |
| 5Y | +185.0% | +61.9% | +123.2% | +148.9% |
| 10Y | +347.0% | +316.0% | +31.0% | +224.3% |
| All | +4,492.0% | +30,859.1% | -26,367.1% | +2,309.1% |
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