-14.8%
CCI vs EXPD
+28.8%
-43.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -1.9% |
| 7D | -0.4% | -1.1% | +0.7% | -0.4% |
| 30D | +2.7% | +4.1% | -1.4% | +2.5% |
| 3M | -18.2% | +17.9% | -36.1% | -18.1% |
| 6M | -14.8% | +29.2% | -44.0% | -14.5% |
| All | -14.8% | +28.8% | -43.5% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling