+76.9%
COR vs EXPD
+72.7%
+4.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.4% | -3.8% |
| 7D | +2.8% | -4.8% | +7.6% | +3.0% |
| 30D | +7.4% | -1.5% | +8.9% | +7.4% |
| 3M | +7.3% | +4.1% | +3.2% | +7.2% |
| 6M | +11.5% | +24.0% | -12.5% | +10.4% |
| YTD | +1.2% | +27.4% | -26.2% | +0.1% |
| 1Y | -3.3% | +38.4% | -41.7% | -4.1% |
| All | +76.9% | +72.7% | +4.2% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling