+274.1%
CNQ vs EXPD
+58.3%
+215.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.7% | +1.2% | -1.8% | -1.0% |
| 30D | +6.7% | +6.8% | -0.1% | +4.9% |
| 3M | +12.8% | +14.9% | -2.1% | +8.7% |
| 6M | +13.3% | +34.6% | -21.3% | +4.4% |
| YTD | +53.1% | +27.7% | +25.3% | +42.3% |
| 1Y | +66.1% | +57.7% | +8.4% | +44.3% |
| 3Y | +75.4% | +70.9% | +4.5% | +46.3% |
| All | +274.1% | +58.3% | +215.8% | +214.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling