+12.0%
CARR vs EXPD
+60.9%
-48.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | +3.2% | -0.9% | +4.2% | +3.7% |
| 30D | -7.7% | +4.1% | -11.7% | -9.5% |
| 3M | -11.9% | +13.8% | -25.7% | -17.3% |
| 6M | +2.0% | +27.3% | -25.2% | -9.8% |
| YTD | +13.2% | +25.4% | -12.3% | -0.4% |
| 1Y | -8.5% | +54.4% | -62.9% | -28.5% |
| 3Y | +5.0% | +67.9% | -62.9% | -23.1% |
| 5Y | +12.0% | +59.2% | -47.2% | -20.0% |
| All | +12.0% | +60.9% | -48.9% | -20.0% |
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