+6,646.7%
CB vs EXPD
+28,167.0%
-21,520.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +0.5% | -1.1% | +1.6% | +0.8% |
| 30D | -3.1% | +4.1% | -7.2% | -4.2% |
| 3M | +9.0% | +17.9% | -9.0% | +4.2% |
| 6M | +2.9% | +29.2% | -26.4% | -4.2% |
| YTD | +10.1% | +27.4% | -17.2% | +2.3% |
| 1Y | +22.8% | +56.8% | -34.0% | +7.7% |
| 3Y | +73.8% | +68.0% | +5.8% | +47.6% |
| 5Y | +99.2% | +61.9% | +37.3% | +67.8% |
| 10Y | +218.2% | +316.0% | -97.8% | +108.1% |
| All | +6,646.7% | +28,167.0% | -21,520.3% | +2,558.3% |
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 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