+137.3%
CNP vs EXPD
+315.7%
-178.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +1.1% | -1.1% | +2.2% | +1.4% |
| 30D | -1.8% | +4.1% | -5.9% | -3.1% |
| 3M | -4.6% | +17.9% | -22.5% | -9.8% |
| 6M | -8.8% | +29.2% | -38.1% | -16.6% |
| YTD | +5.2% | +27.4% | -22.1% | -4.1% |
| 1Y | +8.3% | +56.8% | -48.5% | -8.8% |
| 3Y | +54.9% | +68.0% | -13.2% | +24.1% |
| 5Y | +73.5% | +61.9% | +11.6% | +37.7% |
| All | +137.3% | +315.7% | -178.3% | +22.5% |
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