+35.3%
CNH vs EXPD
+72.3%
-37.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.7% | +8.2% | +9.7% |
| 7D | +8.6% | -5.5% | +14.0% | +11.3% |
| 30D | +12.6% | -1.9% | +14.4% | +13.5% |
| 3M | +17.5% | +6.1% | +11.4% | +14.4% |
| 6M | +18.1% | +21.6% | -3.5% | +7.9% |
| YTD | +40.4% | +27.9% | +12.5% | +23.2% |
| 1Y | +34.0% | +39.4% | -5.4% | +12.0% |
| 3Y | +35.3% | +72.7% | -37.4% | -5.2% |
| All | +35.3% | +72.3% | -37.0% | -5.2% |
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