+320.3%
CFG vs EXPD
+436.2%
-115.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.3% | -0.6% |
| 7D | -2.2% | -4.8% | +2.6% | +0.5% |
| 30D | +0.4% | -1.5% | +1.9% | +1.1% |
| 3M | -12.6% | +4.1% | -16.7% | -14.9% |
| 6M | +0.6% | +24.0% | -23.4% | -11.8% |
| YTD | +12.4% | +27.4% | -15.0% | -4.5% |
| 1Y | +27.7% | +38.4% | -10.7% | +3.0% |
| 3Y | +172.4% | +73.2% | +99.2% | +86.3% |
| 5Y | +64.0% | +59.9% | +4.1% | +15.1% |
| 10Y | +252.8% | +319.9% | -67.1% | +32.0% |
| All | +320.3% | +436.2% | -115.9% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling