-66.2%
CAPR vs EXPD
+304.0%
-370.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +6.9% | +5.8% |
| 7D | +41.1% | -7.2% | +48.2% | +46.5% |
| 30D | +11.1% | -3.3% | +14.4% | +13.1% |
| 3M | +115.3% | +3.4% | +111.9% | +110.6% |
| 6M | -73.8% | +22.7% | -96.5% | -76.2% |
| YTD | -68.8% | +24.5% | -93.3% | -72.6% |
| 1Y | +43.3% | +38.6% | +4.7% | +18.8% |
| 3Y | +214.7% | +71.5% | +143.2% | +128.5% |
| 5Y | +141.3% | +56.2% | +85.0% | +74.9% |
| All | -66.2% | +304.0% | -370.2% | -89.0% |
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