+26.1%
CBOE vs EXPD
+55.4%
-29.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -4.6% | -0.9% | -3.7% | -4.6% |
| 30D | +2.6% | +4.1% | -1.4% | +2.5% |
| 3M | +4.9% | +13.8% | -8.8% | +4.2% |
| 6M | -2.2% | +27.3% | -29.4% | -3.5% |
| YTD | +17.7% | +25.4% | -7.7% | +15.6% |
| 1Y | +26.1% | +54.4% | -28.3% | +23.0% |
| All | +26.1% | +55.4% | -29.4% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling