+111.8%
COPX vs EXPD
+60.9%
+51.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -2.8% | +5.5% | -8.4% | -4.7% |
| 30D | -14.3% | -0.8% | -13.5% | -14.1% |
| 3M | -19.0% | +4.1% | -23.2% | -20.4% |
| 6M | -24.4% | +25.7% | -50.1% | -30.7% |
| YTD | -3.2% | +31.4% | -34.6% | -13.8% |
| 1Y | +15.2% | +42.2% | -27.0% | -0.7% |
| 3Y | +127.6% | +77.2% | +50.4% | +74.2% |
| All | +111.8% | +60.9% | +51.0% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling