+320.1%
CG vs EXPD
+334.2%
-14.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.7% | +3.9% | +4.9% |
| 7D | +3.0% | -5.5% | +8.5% | +6.6% |
| 30D | +10.1% | -1.9% | +12.0% | +11.3% |
| 3M | -10.8% | +6.1% | -16.9% | -14.2% |
| 6M | -15.2% | +21.6% | -36.8% | -25.1% |
| YTD | -26.9% | +27.9% | -54.8% | -38.7% |
| 1Y | -17.0% | +39.4% | -56.4% | -34.3% |
| 3Y | +54.6% | +72.7% | -18.0% | +4.7% |
| 5Y | -16.7% | +60.3% | -77.1% | -41.7% |
| 10Y | +320.1% | +332.6% | -12.5% | +59.7% |
| All | +320.1% | +334.2% | -14.0% | +59.7% |
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 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