-33.8%
CAG vs EXPD
+316.4%
-350.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.2% |
| 7D | -6.6% | +1.2% | -7.8% | -6.8% |
| 30D | +2.3% | +5.2% | -2.9% | +1.4% |
| 3M | +16.3% | +13.2% | +3.1% | +13.6% |
| 6M | -16.0% | +30.3% | -46.4% | -20.1% |
| YTD | -7.7% | +27.0% | -34.7% | -12.2% |
| 1Y | -16.0% | +57.3% | -73.3% | -23.6% |
| 3Y | -37.7% | +70.0% | -107.7% | -44.9% |
| 5Y | -41.2% | +61.6% | -102.8% | -48.1% |
| 10Y | -33.8% | +321.1% | -354.9% | -52.2% |
| All | -33.8% | +316.4% | -350.2% | -52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling