-39.1%
CAG vs EXPD
+336.9%
-376.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.0% |
| 7D | -6.2% | +3.6% | -9.8% | -6.8% |
| 30D | +7.4% | +0.3% | +7.2% | +7.2% |
| 3M | -1.6% | +6.1% | -7.7% | -2.8% |
| 6M | +6.3% | +27.4% | -21.0% | +1.5% |
| YTD | -10.1% | +32.0% | -42.1% | -15.3% |
| 1Y | -10.2% | +40.5% | -50.8% | -16.5% |
| 3Y | -37.3% | +75.7% | -113.0% | -45.0% |
| 5Y | -41.6% | +61.7% | -103.3% | -48.3% |
| All | -39.1% | +336.9% | -376.0% | -56.9% |
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