+102.5%
CFG vs EXPD
+61.6%
+41.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +1.5% | -1.1% | +2.7% | +2.1% |
| 30D | -3.8% | +4.1% | -7.9% | -5.6% |
| 3M | +11.5% | +17.9% | -6.4% | +3.2% |
| 6M | +19.2% | +29.2% | -10.0% | +5.2% |
| YTD | +23.7% | +27.4% | -3.7% | +9.1% |
| 1Y | +38.8% | +56.8% | -18.0% | +9.7% |
| 3Y | +178.9% | +68.0% | +110.9% | +109.6% |
| All | +102.5% | +61.6% | +41.0% | +48.8% |
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 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