+10.2%
CARR vs EXPD
+72.3%
-62.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +0.7% |
| 7D | -3.3% | -5.5% | +2.1% | -1.2% |
| 30D | -3.6% | -1.9% | -1.7% | -2.9% |
| 3M | -16.3% | +6.1% | -22.4% | -18.3% |
| 6M | -19.6% | +21.6% | -41.2% | -25.6% |
| YTD | +2.5% | +27.9% | -25.4% | -8.3% |
| 1Y | -5.8% | +39.4% | -45.2% | -19.2% |
| 3Y | +10.2% | +72.7% | -62.5% | -18.7% |
| All | +10.2% | +72.3% | -62.1% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling