+158.7%
CI vs EXPD
+304.0%
-145.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -1.9% |
| 7D | -1.6% | -7.2% | +5.6% | +0.8% |
| 30D | +5.4% | -3.3% | +8.7% | +6.4% |
| 3M | +7.3% | +3.4% | +3.9% | +5.8% |
| 6M | +5.3% | +22.7% | -17.4% | -2.2% |
| YTD | +8.5% | +24.5% | -16.1% | -0.8% |
| 1Y | +17.1% | +38.6% | -21.5% | +3.0% |
| 3Y | +1.4% | +71.5% | -70.1% | -20.3% |
| 5Y | +50.5% | +56.2% | -5.8% | +20.1% |
| All | +158.7% | +304.0% | -145.3% | +39.6% |
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