+154.8%
EXPE vs COPX
+168.3%
-13.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | -11.5% | +6.0% | -17.5% | -12.7% |
| 30D | -13.1% | +6.4% | -19.5% | -14.4% |
| 3M | +18.1% | +19.3% | -1.1% | +12.7% |
| 6M | +13.3% | +16.2% | -3.0% | +7.4% |
| YTD | -3.2% | +33.2% | -36.4% | -15.3% |
| 1Y | +26.1% | +90.2% | -64.1% | -5.8% |
| All | +154.8% | +168.3% | -13.6% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling