-41.3%
CAG vs EXPD
+60.9%
-102.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -5.3% | -0.9% | -4.3% | -5.2% |
| 30D | +1.0% | +4.1% | -3.1% | +0.5% |
| 3M | +17.4% | +13.8% | +3.6% | +15.6% |
| 6M | -16.8% | +27.3% | -44.1% | -19.2% |
| YTD | -6.8% | +25.4% | -32.2% | -9.6% |
| 1Y | -15.4% | +54.4% | -69.8% | -20.4% |
| 3Y | -37.1% | +67.9% | -105.0% | -42.0% |
| 5Y | -41.3% | +59.2% | -100.4% | -46.1% |
| All | -41.3% | +60.9% | -102.2% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling