+144.6%
CAPR vs EXPD
+55.6%
+89.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +6.9% | +5.4% |
| 7D | +41.1% | -7.2% | +48.2% | +44.3% |
| 30D | +11.1% | -3.3% | +14.4% | +12.3% |
| 3M | +115.3% | +3.4% | +111.9% | +112.6% |
| 6M | -73.8% | +22.7% | -96.5% | -75.2% |
| YTD | -68.8% | +24.5% | -93.3% | -70.9% |
| 1Y | +43.3% | +38.6% | +4.7% | +29.8% |
| 3Y | +214.7% | +71.5% | +143.2% | +171.4% |
| All | +144.6% | +55.6% | +89.0% | +80.1% |
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