-22.3%
CG vs EXPD
+35.2%
-57.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | -1.2% | -7.2% | +6.0% | +0.9% |
| 30D | +5.0% | -3.3% | +8.3% | +5.9% |
| 3M | -18.2% | +3.4% | -21.6% | -19.0% |
| 6M | -20.7% | +22.7% | -43.4% | -24.5% |
| YTD | -31.4% | +24.5% | -55.9% | -36.8% |
| 1Y | -22.3% | +38.6% | -60.9% | -29.1% |
| All | -22.3% | +35.2% | -57.4% | -29.1% |
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 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