+414.1%
CARR vs EXPD
+239.6%
+174.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -4.1% | +1.2% | -5.3% | -4.7% |
| 30D | -11.0% | +6.8% | -17.8% | -13.7% |
| 3M | -16.4% | +14.9% | -31.3% | -21.8% |
| 6M | -2.4% | +34.6% | -37.0% | -15.6% |
| YTD | +8.4% | +27.7% | -19.3% | -4.8% |
| 1Y | -8.0% | +57.7% | -65.6% | -27.9% |
| 3Y | +0.6% | +70.9% | -70.3% | -25.4% |
| 5Y | +7.7% | +59.5% | -51.7% | -20.0% |
| All | +414.1% | +239.6% | +174.4% | +250.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling