+491.3%
COP vs EXPE
+851.4%
-360.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +3.0% | -9.5% | +12.5% | +5.4% |
| 30D | +17.5% | -6.6% | +24.1% | +19.1% |
| 3M | +13.4% | +31.4% | -18.0% | +4.8% |
| 6M | +17.7% | +35.2% | -17.5% | +6.9% |
| YTD | +46.6% | +5.8% | +40.8% | +40.0% |
| 1Y | +44.6% | +38.7% | +5.9% | +27.5% |
| 3Y | +20.7% | +175.8% | -155.1% | -14.9% |
| 5Y | +185.0% | +111.8% | +73.2% | +102.5% |
| 10Y | +347.0% | +179.7% | +167.3% | +173.4% |
| All | +491.3% | +851.4% | -360.1% | +79.1% |
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