+60.7%
COP vs EXPE
+48.9%
+11.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +10.5% | -15.7% | -3.9% |
| 7D | -8.1% | +14.6% | -22.8% | -6.6% |
| 30D | +6.7% | +21.4% | -14.8% | +9.1% |
| 3M | +16.9% | +1.4% | +15.5% | +17.6% |
| 6M | +11.2% | +28.6% | -17.4% | +15.5% |
| YTD | +49.5% | +12.1% | +37.4% | +54.8% |
| 1Y | +60.7% | +50.0% | +10.7% | +64.5% |
| All | +60.7% | +48.9% | +11.8% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling