+577.4%
CF vs EXPD
+315.7%
+261.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.6% |
| 7D | +6.0% | -1.1% | +7.1% | +6.5% |
| 30D | +14.8% | +4.1% | +10.8% | +12.8% |
| 3M | +14.1% | +17.9% | -3.8% | +5.6% |
| 6M | +28.5% | +29.2% | -0.7% | +13.8% |
| YTD | +74.9% | +27.4% | +47.6% | +54.4% |
| 1Y | +61.7% | +56.8% | +4.9% | +28.4% |
| 3Y | +80.3% | +68.0% | +12.3% | +34.2% |
| 5Y | +226.0% | +61.9% | +164.1% | +138.7% |
| All | +577.4% | +315.7% | +261.7% | +207.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling