+64.6%
CNP vs EXPD
+72.3%
-7.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.1% |
| 7D | -4.3% | -5.5% | +1.2% | -3.8% |
| 30D | +5.7% | -1.9% | +7.6% | +6.0% |
| 3M | +0.9% | +6.1% | -5.2% | +0.4% |
| 6M | -1.1% | +21.6% | -22.7% | -2.9% |
| YTD | +8.3% | +27.9% | -19.6% | +5.1% |
| 1Y | +5.9% | +39.4% | -33.5% | +1.5% |
| 3Y | +64.6% | +72.7% | -8.0% | +41.4% |
| All | +64.6% | +72.3% | -7.6% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling