-97.9%
CAPR vs EXPD
+510.2%
-608.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -2.0% | -1.1% | -0.8% | -1.7% |
| 30D | +139.2% | +4.1% | +135.1% | +136.4% |
| 3M | -66.4% | +17.9% | -84.3% | -67.6% |
| 6M | -63.1% | +29.2% | -92.4% | -65.7% |
| YTD | -67.4% | +27.4% | -94.8% | -69.7% |
| 1Y | +58.2% | +56.8% | +1.4% | +37.9% |
| 3Y | +42.2% | +68.0% | -25.8% | +21.5% |
| 5Y | +87.3% | +61.9% | +25.4% | +57.5% |
| 10Y | -75.3% | +316.0% | -391.3% | -83.6% |
| All | -97.9% | +510.2% | -608.2% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling