+283.0%
CG vs EXPD
+462.2%
-179.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.5% | -2.1% | -4.0% |
| 7D | -1.5% | -4.8% | +3.3% | +1.2% |
| 30D | +2.8% | -1.5% | +4.3% | +3.6% |
| 3M | -19.2% | +4.1% | -23.4% | -21.3% |
| 6M | -21.0% | +24.0% | -45.0% | -30.3% |
| YTD | -31.0% | +27.4% | -58.4% | -41.1% |
| 1Y | -21.1% | +38.4% | -59.5% | -36.0% |
| 3Y | +48.8% | +73.2% | -24.4% | +4.4% |
| 5Y | -21.5% | +59.9% | -81.4% | -42.8% |
| 10Y | +298.1% | +319.9% | -21.8% | +80.0% |
| All | +283.0% | +462.2% | -179.2% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling