+90.9%
CNC vs EXPD
+308.0%
-217.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.1% |
| 7D | -1.0% | -0.9% | -0.1% | -0.6% |
| 30D | -1.8% | +4.1% | -5.9% | -3.3% |
| 3M | -0.7% | +13.8% | -14.5% | -5.6% |
| 6M | +47.9% | +27.3% | +20.7% | +34.5% |
| YTD | +56.9% | +25.4% | +31.5% | +42.6% |
| 1Y | +123.9% | +54.4% | +69.6% | +87.3% |
| 3Y | -1.3% | +67.9% | -69.1% | -22.2% |
| 5Y | +2.8% | +59.2% | -56.4% | -19.6% |
| 10Y | +90.9% | +308.6% | -217.7% | -12.6% |
| All | +90.9% | +308.0% | -217.1% | -12.6% |
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