+740.7%
EXPE vs COPX
+198.0%
+542.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.1% | -12.0% | -9.6% |
| 7D | -9.8% | +5.8% | -15.5% | -12.0% |
| 30D | -11.5% | +7.2% | -18.7% | -14.5% |
| 3M | +21.7% | +16.5% | +5.2% | +12.4% |
| 6M | +10.4% | +18.4% | -8.1% | -1.1% |
| YTD | -2.5% | +31.9% | -34.4% | -19.1% |
| 1Y | +27.3% | +88.5% | -61.1% | -11.0% |
| 3Y | +153.5% | +173.1% | -19.6% | +43.8% |
| 5Y | +91.1% | +193.1% | -102.0% | +3.0% |
| 10Y | +153.1% | +591.7% | -438.6% | -12.1% |
| All | +740.7% | +198.0% | +542.7% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling