-14.1%
CG vs EXPD
+53.8%
-67.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.2% | +7.8% | +5.4% |
| 7D | +9.4% | +0.3% | +9.2% | +9.2% |
| 30D | +8.7% | +1.8% | +6.9% | +8.0% |
| 3M | -15.0% | +8.9% | -23.9% | -17.1% |
| 6M | -13.2% | +42.2% | -55.4% | -20.3% |
| YTD | -26.2% | +33.4% | -59.5% | -32.9% |
| 1Y | -14.1% | +47.2% | -61.3% | -22.5% |
| All | -14.1% | +53.8% | -67.9% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling