+1,827.1%
CNP vs EXPD
+30,870.6%
-29,043.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.9% |
| 7D | -5.3% | -4.8% | -0.5% | -4.6% |
| 30D | +3.7% | -1.5% | +5.2% | +3.9% |
| 3M | -1.1% | +4.1% | -5.2% | -1.8% |
| 6M | -7.1% | +24.0% | -31.1% | -10.4% |
| YTD | +6.0% | +27.4% | -21.4% | +1.4% |
| 1Y | +5.2% | +38.4% | -33.2% | -0.7% |
| 3Y | +57.5% | +73.2% | -15.7% | +42.3% |
| 5Y | +70.0% | +59.9% | +10.2% | +54.3% |
| 10Y | +137.8% | +319.9% | -182.1% | +87.1% |
| All | +1,827.1% | +30,870.6% | -29,043.4% | +1,068.3% |
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