-5.1%
CNH vs EXPD
+61.0%
-66.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.7% | +8.2% | +9.6% |
| 7D | +8.6% | -5.5% | +14.0% | +11.6% |
| 30D | +12.6% | -1.9% | +14.4% | +13.6% |
| 3M | +17.5% | +6.1% | +11.4% | +14.0% |
| 6M | +18.1% | +21.6% | -3.5% | +6.8% |
| YTD | +40.4% | +27.9% | +12.5% | +21.7% |
| 1Y | +34.0% | +39.4% | -5.4% | +10.7% |
| 3Y | +35.3% | +72.7% | -37.4% | -3.0% |
| 5Y | -5.1% | +60.3% | -65.4% | -32.3% |
| All | -5.1% | +61.0% | -66.1% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling