+113.0%
COP vs EXPE
+43.3%
+69.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.0% |
| 7D | -11.5% | -9.3% | -2.2% | -11.0% |
| 30D | +5.0% | +0.1% | +4.8% | +4.5% |
| 3M | +17.5% | -15.3% | +32.8% | +18.7% |
| 6M | +16.2% | +5.5% | +10.8% | +14.4% |
| YTD | +48.8% | -8.0% | +56.8% | +47.8% |
| 1Y | +64.1% | +18.9% | +45.2% | +56.4% |
| 3Y | +25.7% | +135.5% | -109.9% | +7.3% |
| All | +113.0% | +43.3% | +69.7% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling