+34.1%
COP vs EXPE
+121.7%
-87.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | +4.4% | -0.5% | +4.9% | +4.4% |
| 30D | 0.0% | -6.1% | +6.0% | +0.1% |
| 3M | +15.0% | -21.3% | +36.3% | +16.5% |
| 6M | +22.0% | +19.0% | +3.0% | +18.6% |
| YTD | +55.3% | -8.4% | +63.8% | +55.1% |
| 1Y | +64.1% | -2.8% | +66.9% | +61.8% |
| 3Y | +34.1% | +120.8% | -86.7% | +9.8% |
| All | +34.1% | +121.7% | -87.6% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling