-36.0%
CAG vs EXPD
+75.3%
-111.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | -3.3% | +5.5% | -8.9% | -3.7% |
| 30D | +7.7% | -0.8% | +8.5% | +7.6% |
| 3M | -3.2% | +4.1% | -7.3% | -3.7% |
| 6M | +7.0% | +25.7% | -18.7% | +4.6% |
| YTD | -9.0% | +31.4% | -40.4% | -11.7% |
| 1Y | -9.6% | +42.2% | -51.8% | -13.3% |
| 3Y | -36.0% | +77.2% | -113.2% | -43.2% |
| All | -36.0% | +75.3% | -111.3% | -43.2% |
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 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