+206.1%
COR vs EXPD
+60.9%
+145.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | +7.8% | +5.5% | +2.3% | +7.3% |
| 30D | +7.0% | -0.8% | +7.8% | +7.0% |
| 3M | +16.3% | +4.1% | +12.1% | +15.8% |
| 6M | +41.3% | +25.7% | +15.6% | +38.4% |
| YTD | +7.1% | +31.4% | -24.3% | +4.5% |
| 1Y | -0.8% | +42.2% | -43.0% | -3.7% |
| 3Y | +85.0% | +77.2% | +7.8% | +75.5% |
| All | +206.1% | +60.9% | +145.2% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling