+500.2%
COP vs EXPE
+727.6%
-227.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.7% |
| 7D | -11.5% | -9.3% | -2.2% | -10.1% |
| 30D | +5.0% | +0.1% | +4.8% | +3.9% |
| 3M | +17.5% | -15.3% | +32.8% | +20.5% |
| 6M | +16.2% | +5.5% | +10.8% | +11.7% |
| YTD | +48.8% | -8.0% | +56.8% | +45.2% |
| 1Y | +64.1% | +18.9% | +45.2% | +48.9% |
| 3Y | +25.7% | +135.5% | -109.9% | -8.3% |
| 5Y | +114.4% | +44.3% | +70.1% | +67.6% |
| 10Y | +331.7% | +117.7% | +213.9% | +176.8% |
| All | +500.2% | +727.6% | -227.4% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling