+564.4%
COPX vs EXPD
+314.2%
+250.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -4.0% | -1.1% | -2.8% | -3.4% |
| 30D | +4.5% | +4.1% | +0.5% | +2.4% |
| 3M | +0.8% | +17.9% | -17.1% | -7.5% |
| 6M | +3.2% | +29.2% | -26.0% | -10.4% |
| YTD | +26.7% | +27.4% | -0.6% | +9.5% |
| 1Y | +85.7% | +56.8% | +28.8% | +41.5% |
| 3Y | +151.2% | +68.0% | +83.1% | +79.6% |
| 5Y | +170.0% | +61.9% | +108.1% | +91.2% |
| All | +564.4% | +314.2% | +250.2% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling