+92.6%
CAPR vs EXPD
+61.6%
+31.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -2.0% | -1.1% | -0.8% | -1.6% |
| 30D | +139.2% | +4.1% | +135.1% | +136.2% |
| 3M | -66.4% | +17.9% | -84.3% | -67.6% |
| 6M | -63.1% | +29.2% | -92.4% | -65.6% |
| YTD | -67.4% | +27.4% | -94.8% | -69.7% |
| 1Y | +58.2% | +56.8% | +1.4% | +38.7% |
| 3Y | +42.2% | +68.0% | -25.8% | +23.0% |
| All | +92.6% | +61.6% | +31.1% | +49.6% |
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