+362.4%
CFG vs EXPD
+436.0%
-73.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +1.5% | -1.1% | +2.7% | +2.2% |
| 30D | -3.8% | +4.1% | -7.9% | -6.1% |
| 3M | +11.5% | +17.9% | -6.4% | +1.1% |
| 6M | +19.2% | +29.2% | -10.0% | +1.6% |
| YTD | +23.7% | +27.4% | -3.7% | +5.3% |
| 1Y | +38.8% | +56.8% | -18.0% | +3.2% |
| 3Y | +178.9% | +68.0% | +110.9% | +95.0% |
| 5Y | +101.8% | +61.9% | +39.9% | +40.1% |
| 10Y | +317.3% | +316.0% | +1.3% | +57.1% |
| All | +362.4% | +436.0% | -73.6% | +58.7% |
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