+81.0%
CAPR vs EXPD
+40.0%
+40.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +2.9% | +23.6% | +24.8% |
| 7D | +25.8% | -1.6% | +27.4% | +26.9% |
| 30D | +50.2% | +0.6% | +49.6% | +50.1% |
| 3M | +185.5% | +9.8% | +175.7% | +171.2% |
| 6M | -64.8% | +25.8% | -90.6% | -67.6% |
| YTD | -61.1% | +31.3% | -92.4% | -73.4% |
| 1Y | +81.0% | +40.9% | +40.0% | -14.2% |
| All | +81.0% | +40.0% | +40.9% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling