+17,914.9%
COR vs EXPD
+18,672.0%
-757.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.4% | -3.2% |
| 7D | +2.8% | -4.8% | +7.6% | +3.7% |
| 30D | +7.4% | -1.5% | +8.9% | +7.6% |
| 3M | +7.3% | +4.1% | +3.2% | +6.4% |
| 6M | +11.5% | +24.0% | -12.5% | +7.0% |
| YTD | +1.2% | +27.4% | -26.2% | -3.8% |
| 1Y | -3.3% | +38.4% | -41.7% | -9.5% |
| 3Y | +78.5% | +73.2% | +5.3% | +58.2% |
| 5Y | +183.0% | +59.9% | +123.1% | +151.2% |
| 10Y | +545.4% | +319.9% | +225.5% | +377.6% |
| All | +17,914.9% | +18,672.0% | -757.2% | +8,156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling