+73.0%
CF vs EXPD
+68.7%
+4.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.4% |
| 7D | +6.0% | -1.1% | +7.1% | +6.2% |
| 30D | +14.8% | +4.1% | +10.8% | +14.0% |
| 3M | +14.1% | +17.9% | -3.8% | +10.5% |
| 6M | +28.5% | +29.2% | -0.7% | +22.0% |
| YTD | +74.9% | +27.4% | +47.6% | +66.1% |
| 1Y | +61.7% | +56.8% | +4.9% | +46.8% |
| All | +73.0% | +68.7% | +4.3% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling