+122.4%
CF vs EXPD
+52.5%
+69.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.6% | +7.1% |
| 7D | +0.4% | -4.8% | +5.2% | +1.4% |
| 30D | +2.2% | -1.5% | +3.7% | +2.4% |
| 3M | +2.1% | +4.1% | -2.0% | +0.9% |
| 6M | -6.5% | +24.0% | -30.6% | -11.6% |
| YTD | +55.6% | +27.4% | +28.2% | +45.4% |
| 1Y | +42.3% | +38.4% | +3.9% | +30.1% |
| 3Y | +55.7% | +73.2% | -17.5% | +31.9% |
| 5Y | +122.4% | +59.9% | +62.6% | +91.3% |
| All | +122.4% | +52.5% | +69.9% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling