+1,080.4%
CCI vs EXPD
+5,408.4%
-4,328.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.8% |
| 7D | -0.1% | -7.2% | +7.1% | +2.4% |
| 30D | +28.4% | -3.3% | +31.7% | +29.6% |
| 3M | +20.0% | +3.4% | +16.6% | +18.2% |
| 6M | +0.8% | +22.7% | -21.9% | -6.8% |
| YTD | +3.6% | +24.5% | -20.9% | -5.9% |
| 1Y | +6.1% | +38.6% | -32.6% | -7.4% |
| 3Y | +7.2% | +71.5% | -64.3% | -15.4% |
| 5Y | -37.0% | +56.2% | -93.2% | -49.4% |
| 10Y | +54.2% | +310.5% | -256.3% | -16.3% |
| All | +1,080.4% | +5,408.4% | -4,328.0% | +121.7% |
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