+219.7%
CFG vs EXPD
+329.8%
-110.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.7% | -7.4% | +8.1% | +5.2% |
| 30D | +2.8% | -2.1% | +4.9% | +3.9% |
| 3M | -10.1% | +5.7% | -15.8% | -13.2% |
| 6M | +3.2% | +21.4% | -18.2% | -8.5% |
| YTD | +14.2% | +27.6% | -13.4% | -3.4% |
| 1Y | +27.4% | +36.1% | -8.7% | +3.4% |
| 3Y | +187.6% | +69.9% | +117.7% | +97.5% |
| 5Y | +65.7% | +59.7% | +6.0% | +15.6% |
| 10Y | +219.7% | +323.0% | -103.4% | +12.5% |
| All | +219.7% | +329.8% | -110.2% | +12.5% |
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