+13.9%
COR vs EXPD
+57.8%
-43.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | +2.8% | -1.1% | +3.9% | +2.9% |
| 30D | +4.5% | +4.1% | +0.5% | +4.0% |
| 3M | +22.7% | +17.9% | +4.8% | +19.2% |
| 6M | -9.7% | +29.2% | -39.0% | -13.9% |
| YTD | -1.4% | +27.4% | -28.8% | -5.8% |
| 1Y | +13.9% | +56.8% | -42.9% | +7.0% |
| All | +13.9% | +57.8% | -43.9% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling