+6.3%
CNH vs EXPD
+72.7%
-66.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.5% | -1.9% |
| 7D | -0.4% | -4.8% | +4.4% | +1.9% |
| 30D | -15.2% | -1.5% | -13.7% | -14.7% |
| 3M | +4.3% | +4.1% | +0.2% | +2.3% |
| 6M | +10.1% | +24.0% | -14.0% | -0.5% |
| YTD | +23.2% | +27.4% | -4.2% | +8.1% |
| 1Y | +8.5% | +38.4% | -29.9% | -9.3% |
| All | +6.3% | +72.7% | -66.5% | -30.3% |
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