-39.0%
CAG vs EXPD
+334.2%
-373.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.1% |
| 7D | +4.6% | -5.5% | +10.0% | +5.5% |
| 30D | +14.7% | -1.9% | +16.5% | +14.9% |
| 3M | +2.4% | +6.1% | -3.7% | +1.1% |
| 6M | +10.7% | +21.6% | -10.9% | +6.6% |
| YTD | -5.5% | +27.9% | -33.4% | -10.4% |
| 1Y | -4.6% | +39.4% | -44.0% | -11.1% |
| 3Y | -34.4% | +72.7% | -107.1% | -42.2% |
| 5Y | -39.2% | +60.3% | -99.5% | -46.1% |
| 10Y | -39.0% | +332.6% | -371.5% | -52.7% |
| All | -39.0% | +334.2% | -373.1% | -52.7% |
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