+25.7%
COP vs EXPE
+131.0%
-105.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.9% |
| 7D | -11.5% | -9.3% | -2.2% | -11.2% |
| 30D | +5.0% | +0.1% | +4.8% | +4.6% |
| 3M | +17.5% | -15.3% | +32.8% | +18.3% |
| 6M | +16.2% | +5.5% | +10.8% | +14.6% |
| YTD | +48.8% | -8.0% | +56.8% | +48.5% |
| 1Y | +64.1% | +18.9% | +45.2% | +55.6% |
| 3Y | +25.7% | +135.5% | -109.9% | +6.9% |
| All | +25.7% | +131.0% | -105.3% | +6.9% |
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