+145.0%
CI vs EXPD
+315.7%
-170.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | +1.3% | -1.1% | +2.4% | +1.7% |
| 30D | +4.4% | +4.1% | +0.4% | +3.0% |
| 3M | +0.7% | +17.9% | -17.2% | -5.0% |
| 6M | +0.3% | +29.2% | -28.9% | -8.5% |
| YTD | +3.8% | +27.4% | -23.5% | -5.5% |
| 1Y | -5.5% | +56.8% | -62.3% | -20.5% |
| 3Y | +8.1% | +68.0% | -59.9% | -13.9% |
| 5Y | +42.8% | +61.9% | -19.1% | +12.1% |
| All | +145.0% | +315.7% | -170.6% | +31.8% |
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