+45.0%
CG vs EXPD
+75.3%
-30.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.3% |
| 7D | +0.2% | +5.5% | -5.3% | -2.4% |
| 30D | +11.2% | -0.8% | +12.0% | +11.5% |
| 3M | -22.1% | +4.1% | -26.2% | -23.8% |
| 6M | -17.9% | +25.7% | -43.6% | -26.9% |
| YTD | -31.3% | +31.4% | -62.7% | -41.3% |
| 1Y | -24.0% | +42.2% | -66.1% | -38.2% |
| 3Y | +45.0% | +77.2% | -32.2% | -4.7% |
| All | +45.0% | +75.3% | -30.3% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling