+5,599.1%
CNQ vs EXPD
+2,004.5%
+3,594.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | -1.8% | -0.9% | -0.8% | -1.4% |
| 30D | +11.8% | +4.1% | +7.8% | +10.0% |
| 3M | +11.1% | +13.8% | -2.6% | +5.1% |
| 6M | +12.1% | +27.3% | -15.2% | +0.9% |
| YTD | +53.4% | +25.4% | +27.9% | +37.7% |
| 1Y | +71.4% | +54.4% | +17.0% | +40.4% |
| 3Y | +75.8% | +67.9% | +7.9% | +36.8% |
| 5Y | +286.0% | +59.2% | +226.8% | +199.1% |
| 10Y | +400.8% | +308.6% | +92.2% | +166.4% |
| All | +5,599.1% | +2,004.5% | +3,594.7% | +2,210.1% |
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