+9.2%
CNH vs EXPD
+68.8%
-59.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.0% | +3.8% |
| 7D | -1.7% | -7.2% | +5.5% | +1.6% |
| 30D | -7.2% | -3.3% | -4.0% | -5.9% |
| 3M | +6.5% | +3.4% | +3.2% | +4.8% |
| 6M | +7.9% | +22.7% | -14.8% | -2.1% |
| YTD | +26.6% | +24.5% | +2.1% | +12.2% |
| 1Y | +13.8% | +38.6% | -24.9% | -5.4% |
| 3Y | +9.2% | +71.5% | -62.3% | -27.7% |
| All | +9.2% | +68.8% | -59.6% | -27.7% |
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