+134.8%
CNP vs EXPD
+304.0%
-169.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.4% |
| 7D | -4.2% | -7.2% | +3.0% | -2.0% |
| 30D | +5.5% | -3.3% | +8.8% | +6.6% |
| 3M | +0.6% | +3.4% | -2.8% | -0.7% |
| 6M | -2.8% | +22.7% | -25.5% | -9.4% |
| YTD | +7.9% | +24.5% | -16.7% | -1.1% |
| 1Y | +6.7% | +38.6% | -32.0% | -6.0% |
| 3Y | +61.1% | +71.5% | -10.4% | +27.8% |
| 5Y | +73.0% | +56.2% | +16.7% | +39.7% |
| All | +134.8% | +304.0% | -169.2% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling