+160.0%
EXPE vs COPX
+583.8%
-423.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -5.8% | -2.3% | -3.4% | -5.2% |
| 30D | -13.6% | +0.3% | -13.9% | -14.4% |
| 3M | +25.2% | +6.8% | +18.4% | +19.2% |
| 6M | +22.3% | +7.9% | +14.4% | +13.0% |
| YTD | -0.3% | +23.7% | -24.0% | -17.0% |
| 1Y | +27.8% | +71.5% | -43.7% | -11.5% |
| 3Y | +162.4% | +149.1% | +13.3% | +41.1% |
| 5Y | +95.8% | +167.3% | -71.5% | -1.9% |
| All | +160.0% | +583.8% | -423.8% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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