+475.2%
COR vs EXPD
+336.9%
+138.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +2.9% | +3.6% | -0.7% | +2.0% |
| 30D | +5.8% | +0.3% | +5.6% | +5.7% |
| 3M | +11.4% | +6.1% | +5.4% | +9.7% |
| 6M | +34.5% | +27.4% | +7.1% | +26.0% |
| YTD | +4.1% | +32.0% | -27.9% | -3.9% |
| 1Y | -3.1% | +40.5% | -43.7% | -12.0% |
| 3Y | +80.9% | +75.7% | +5.2% | +50.9% |
| 5Y | +195.1% | +61.7% | +133.4% | +148.3% |
| All | +475.2% | +336.9% | +138.2% | +260.8% |
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