-4.5%
COR vs EXPD
+39.7%
-44.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.2% |
| 7D | +2.3% | -5.5% | +7.8% | +3.2% |
| 30D | +6.8% | -1.9% | +8.7% | +7.0% |
| 3M | +8.1% | +6.1% | +2.0% | +7.0% |
| 6M | +33.0% | +21.6% | +11.4% | +27.7% |
| YTD | +3.0% | +27.9% | -24.9% | -3.6% |
| All | -4.5% | +39.7% | -44.1% | -11.9% |
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