-68.2%
CAPR vs EXPD
+329.8%
-398.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.2% | -9.7% | -9.8% |
| 7D | +7.6% | -7.4% | +15.0% | +12.0% |
| 30D | +13.3% | -2.1% | +15.4% | +14.7% |
| 3M | +130.4% | +5.7% | +124.7% | +123.0% |
| 6M | -70.8% | +21.4% | -92.2% | -73.2% |
| YTD | -69.3% | +27.6% | -96.9% | -73.3% |
| 1Y | +59.5% | +36.1% | +23.4% | +33.7% |
| 3Y | +216.8% | +69.9% | +146.9% | +130.9% |
| 5Y | +152.7% | +59.7% | +93.0% | +80.8% |
| 10Y | -68.2% | +323.0% | -391.3% | -91.5% |
| All | -68.2% | +329.8% | -398.1% | -91.5% |
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 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