+248.2%
CB vs EXPD
+304.0%
-55.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.1% |
| 7D | +0.2% | -7.2% | +7.4% | +2.3% |
| 30D | +9.1% | -3.3% | +12.3% | +10.0% |
| 3M | +3.4% | +3.4% | 0.0% | +2.2% |
| 6M | +14.1% | +22.7% | -8.6% | +6.9% |
| YTD | +18.0% | +24.5% | -6.5% | +8.9% |
| 1Y | +30.1% | +38.6% | -8.5% | +15.7% |
| 3Y | +71.8% | +71.5% | +0.3% | +38.4% |
| 5Y | +101.8% | +56.2% | +45.6% | +64.8% |
| All | +248.2% | +304.0% | -55.8% | +91.7% |
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 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