+385.1%
CBOE vs EXPD
+308.0%
+77.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -4.6% | -0.9% | -3.7% | -4.5% |
| 30D | +2.6% | +4.1% | -1.4% | +2.0% |
| 3M | +4.9% | +13.8% | -8.8% | +2.5% |
| 6M | -2.2% | +27.3% | -29.4% | -6.3% |
| YTD | +17.7% | +25.4% | -7.7% | +12.5% |
| 1Y | +26.1% | +54.4% | -28.3% | +15.7% |
| 3Y | +97.1% | +67.9% | +29.2% | +75.0% |
| 5Y | +149.2% | +59.2% | +90.0% | +120.5% |
| 10Y | +385.1% | +308.6% | +76.5% | +229.4% |
| All | +385.1% | +308.0% | +77.1% | +229.4% |
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