+601.8%
CAG vs EXPD
+30,859.1%
-30,257.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -3.8% | -1.1% | -2.7% | -3.7% |
| 30D | +3.1% | +4.1% | -0.9% | +2.6% |
| 3M | +23.5% | +17.9% | +5.6% | +21.0% |
| 6M | -14.8% | +29.2% | -44.1% | -17.5% |
| YTD | -5.4% | +27.4% | -32.8% | -8.5% |
| 1Y | -11.8% | +56.8% | -68.6% | -16.8% |
| 3Y | -36.7% | +68.0% | -104.7% | -41.1% |
| 5Y | -40.3% | +61.9% | -102.1% | -44.6% |
| 10Y | -37.0% | +316.0% | -353.0% | -47.9% |
| All | +601.8% | +30,859.1% | -30,257.3% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling