+18.0%
CI vs EXPD
+53.8%
-35.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +3.8% |
| 7D | +3.5% | +0.3% | +3.3% | +3.4% |
| 30D | +12.6% | +1.8% | +10.7% | +12.2% |
| 3M | +12.1% | +8.9% | +3.1% | +10.6% |
| 6M | +10.6% | +42.2% | -31.7% | +4.2% |
| YTD | +12.8% | +33.4% | -20.5% | +6.2% |
| 1Y | +18.0% | +47.2% | -29.2% | +8.0% |
| All | +18.0% | +53.8% | -35.8% | +8.0% |
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