+7,312.5%
CB vs EXPD
+29,498.0%
-22,185.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.9% |
| 7D | +5.3% | +0.3% | +5.0% | +5.1% |
| 30D | +13.2% | +1.8% | +11.4% | +12.6% |
| 3M | +7.8% | +8.9% | -1.2% | +5.2% |
| 6M | +15.8% | +42.2% | -26.4% | +5.3% |
| YTD | +21.0% | +33.4% | -12.4% | +11.0% |
| 1Y | +32.2% | +47.2% | -15.0% | +18.0% |
| 3Y | +76.7% | +81.3% | -4.6% | +47.1% |
| 5Y | +110.4% | +60.2% | +50.2% | +77.9% |
| 10Y | +261.0% | +339.5% | -78.6% | +132.5% |
| All | +7,312.5% | +29,498.0% | -22,185.5% | +2,783.7% |
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 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