+68.0%
CNH vs EXPD
+409.9%
-342.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.2% | +3.5% |
| 7D | +23.3% | -1.1% | +24.4% | +24.0% |
| 30D | +33.5% | +4.1% | +29.4% | +30.2% |
| 3M | +32.7% | +17.9% | +14.8% | +20.4% |
| 6M | +22.2% | +29.2% | -7.1% | +4.3% |
| YTD | +57.7% | +27.4% | +30.3% | +34.0% |
| 1Y | +28.0% | +56.8% | -28.8% | -5.0% |
| 3Y | +11.5% | +68.0% | -56.5% | -21.6% |
| 5Y | +11.9% | +61.9% | -50.0% | -22.0% |
| 10Y | +162.8% | +316.0% | -153.2% | +4.3% |
| All | +68.0% | +409.9% | -342.0% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling