+265.0%
C vs EXPD
+68.7%
+196.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +3.6% | -1.1% | +4.8% | +4.1% |
| 30D | +0.1% | +4.1% | -4.0% | -1.4% |
| 3M | +2.4% | +17.9% | -15.5% | -3.9% |
| 6M | +24.9% | +29.2% | -4.3% | +12.7% |
| YTD | +19.8% | +27.4% | -7.6% | +8.3% |
| 1Y | +44.9% | +56.8% | -12.0% | +19.4% |
| All | +265.0% | +68.7% | +196.3% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling