+365.9%
COPX vs EXPD
+334.2%
+31.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.9% | +4.3% |
| 7D | +3.3% | -5.5% | +8.8% | +6.2% |
| 30D | -12.2% | -1.9% | -10.4% | -11.5% |
| 3M | -14.5% | +6.1% | -20.6% | -17.4% |
| 6M | -12.2% | +21.6% | -33.8% | -21.1% |
| YTD | +5.2% | +27.9% | -22.7% | -9.7% |
| 1Y | +27.0% | +39.4% | -12.4% | +3.9% |
| 3Y | +149.1% | +72.7% | +76.5% | +74.4% |
| 5Y | +132.1% | +60.3% | +71.8% | +65.2% |
| 10Y | +365.9% | +332.6% | +33.3% | +67.7% |
| All | +365.9% | +334.2% | +31.8% | +67.7% |
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