+50.2%
CG vs EXPD
+68.8%
-18.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.4% |
| 7D | -1.2% | -7.2% | +6.0% | +2.3% |
| 30D | +5.0% | -3.3% | +8.3% | +6.6% |
| 3M | -18.2% | +3.4% | -21.6% | -19.7% |
| 6M | -20.7% | +22.7% | -43.4% | -28.5% |
| YTD | -31.4% | +24.5% | -55.9% | -39.9% |
| 1Y | -22.3% | +38.6% | -60.9% | -36.2% |
| 3Y | +50.2% | +71.5% | -21.3% | +1.7% |
| All | +50.2% | +68.8% | -18.7% | +1.7% |
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