+150.3%
CI vs EXPD
+329.8%
-179.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | +2.6% | -7.4% | +10.0% | +5.2% |
| 30D | +7.3% | -2.1% | +9.4% | +7.9% |
| 3M | +9.5% | +5.7% | +3.8% | +7.2% |
| 6M | +6.4% | +21.4% | -14.9% | -0.9% |
| YTD | +12.0% | +27.6% | -15.6% | +1.5% |
| 1Y | +20.1% | +36.1% | -16.0% | +6.2% |
| 3Y | +9.6% | +69.9% | -60.3% | -13.5% |
| 5Y | +52.7% | +59.7% | -7.0% | +20.8% |
| 10Y | +150.3% | +323.0% | -172.8% | +20.7% |
| All | +150.3% | +329.8% | -179.6% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling