+486.6%
COR vs EXPD
+329.8%
+156.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +2.4% | -7.4% | +9.8% | +4.3% |
| 30D | +7.7% | -2.1% | +9.8% | +8.2% |
| 3M | +7.5% | +5.7% | +1.8% | +5.9% |
| 6M | +34.1% | +21.4% | +12.8% | +27.2% |
| YTD | +3.9% | +27.6% | -23.8% | -3.3% |
| 1Y | -3.6% | +36.1% | -39.8% | -11.8% |
| 3Y | +80.5% | +69.9% | +10.6% | +51.8% |
| 5Y | +194.9% | +59.7% | +135.2% | +147.6% |
| 10Y | +486.6% | +323.0% | +163.6% | +262.4% |
| All | +486.6% | +329.8% | +156.8% | +262.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling