+363.9%
CG vs EXPD
+315.7%
+48.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.2% |
| 7D | -4.3% | -1.1% | -3.2% | -3.7% |
| 30D | -5.1% | +4.1% | -9.2% | -7.4% |
| 3M | +8.7% | +17.9% | -9.2% | -1.8% |
| 6M | -9.2% | +29.2% | -38.5% | -23.0% |
| YTD | -18.9% | +27.4% | -46.2% | -31.6% |
| 1Y | -25.6% | +56.8% | -82.5% | -45.8% |
| 3Y | +57.3% | +68.0% | -10.8% | +8.8% |
| 5Y | +10.2% | +61.9% | -51.7% | -23.2% |
| All | +363.9% | +315.7% | +48.2% | +94.1% |
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