-33.4%
CAG vs EXPD
+68.8%
-102.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.6% |
| 7D | +5.8% | -7.2% | +13.0% | +6.3% |
| 30D | +16.4% | -3.3% | +19.6% | +16.5% |
| 3M | +3.8% | +3.4% | +0.4% | +3.2% |
| 6M | +10.8% | +22.7% | -11.9% | +8.4% |
| YTD | -5.8% | +24.5% | -30.4% | -8.4% |
| 1Y | -2.4% | +38.6% | -41.0% | -6.4% |
| 3Y | -33.4% | +71.5% | -104.9% | -41.5% |
| All | -33.4% | +68.8% | -102.3% | -41.5% |
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