+4.1%
CI vs EXPD
+72.7%
-68.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.9% |
| 7D | +1.0% | -4.8% | +5.8% | +1.5% |
| 30D | +9.9% | -1.5% | +11.4% | +10.0% |
| 3M | +12.1% | +4.1% | +8.0% | +11.5% |
| 6M | +10.6% | +24.0% | -13.4% | +8.1% |
| YTD | +11.4% | +27.4% | -16.0% | +8.4% |
| 1Y | +18.8% | +38.4% | -19.6% | +14.9% |
| All | +4.1% | +72.7% | -68.6% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling