+133.5%
COPX vs EXPD
+491.0%
-357.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.0% |
| 7D | +1.6% | -7.4% | +9.0% | +6.4% |
| 30D | -15.0% | -2.1% | -12.9% | -14.0% |
| 3M | -18.6% | +5.7% | -24.3% | -21.7% |
| 6M | -14.9% | +21.4% | -36.3% | -25.1% |
| YTD | +1.8% | +27.6% | -25.8% | -15.1% |
| 1Y | +19.7% | +36.1% | -16.4% | -4.3% |
| 3Y | +140.9% | +69.9% | +71.0% | +60.1% |
| 5Y | +130.6% | +59.7% | +70.9% | +53.8% |
| 10Y | +326.5% | +323.0% | +3.4% | +31.7% |
| All | +133.5% | +491.0% | -357.4% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling