-36.3%
CCI vs EXPD
+60.9%
-97.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +2.5% | +5.5% | -3.0% | +1.3% |
| 30D | +14.4% | -0.8% | +15.2% | +14.5% |
| 3M | +21.7% | +4.1% | +17.5% | +20.3% |
| 6M | +4.0% | +25.7% | -21.7% | -1.5% |
| YTD | +6.2% | +31.4% | -25.2% | -1.4% |
| 1Y | +5.4% | +42.2% | -36.8% | -4.4% |
| 3Y | +11.7% | +77.2% | -65.5% | -7.2% |
| All | -36.3% | +60.9% | -97.2% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling