+139.8%
CNP vs EXPD
+334.2%
-194.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.5% |
| 7D | -4.3% | -5.5% | +1.2% | -2.7% |
| 30D | +5.7% | -1.9% | +7.6% | +6.3% |
| 3M | +0.9% | +6.1% | -5.2% | -1.1% |
| 6M | -1.1% | +21.6% | -22.7% | -7.5% |
| YTD | +8.3% | +27.9% | -19.6% | -1.6% |
| 1Y | +5.9% | +39.4% | -33.5% | -6.7% |
| 3Y | +64.6% | +72.7% | -8.0% | +30.6% |
| 5Y | +74.6% | +60.3% | +14.3% | +39.8% |
| 10Y | +139.8% | +332.6% | -192.7% | +25.7% |
| All | +139.8% | +334.2% | -194.3% | +25.7% |
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