+895.8%
CCI vs EXPD
+5,533.4%
-4,637.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.2% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | +2.7% | +4.1% | -1.4% | +1.2% |
| 3M | -18.2% | +17.9% | -36.1% | -23.0% |
| 6M | -14.8% | +29.2% | -44.0% | -22.8% |
| YTD | -12.6% | +27.4% | -40.0% | -21.1% |
| 1Y | -16.7% | +56.8% | -73.6% | -30.6% |
| 3Y | -10.5% | +68.0% | -78.6% | -28.6% |
| 5Y | -51.4% | +61.9% | -113.3% | -61.5% |
| 10Y | +20.0% | +316.0% | -296.0% | -34.9% |
| All | +895.8% | +5,533.4% | -4,637.6% | +86.1% |
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