-98.1%
CAPR vs EXPD
+510.5%
-608.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.3% |
| 7D | +29.7% | -4.8% | +34.5% | +31.6% |
| 30D | +11.0% | -1.5% | +12.5% | +11.5% |
| 3M | +118.8% | +4.1% | +114.7% | +115.8% |
| 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% | +153.5% |
| 5Y | +130.6% | +59.9% | +70.7% | +94.6% |
| 10Y | -68.5% | +319.9% | -388.4% | -79.2% |
| All | -98.1% | +510.5% | -608.6% | -98.9% |
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