+130.6%
CAPR vs EXPD
+52.5%
+78.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.2% |
| 7D | +29.7% | -4.8% | +34.5% | +31.7% |
| 30D | +11.0% | -1.5% | +12.5% | +11.6% |
| 3M | +118.8% | +4.1% | +114.7% | +115.6% |
| 6M | -73.9% | +24.0% | -97.9% | -75.3% |
| YTD | -70.2% | +27.4% | -97.6% | -72.4% |
| 1Y | +38.3% | +38.4% | -0.1% | +25.2% |
| 3Y | +199.7% | +73.2% | +126.5% | +157.0% |
| 5Y | +130.6% | +59.9% | +70.7% | +69.7% |
| All | +130.6% | +52.5% | +78.1% | +69.7% |
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