+250.9%
CP vs EXPD
+304.0%
-53.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.7% |
| 7D | +2.8% | -7.2% | +9.9% | +6.1% |
| 30D | +10.2% | -3.3% | +13.5% | +11.7% |
| 3M | +2.4% | +3.4% | -1.0% | +0.5% |
| 6M | +7.7% | +22.7% | -15.0% | -2.4% |
| YTD | +26.0% | +24.5% | +1.5% | +11.5% |
| 1Y | +34.6% | +38.6% | -4.0% | +13.0% |
| 3Y | +26.7% | +71.5% | -44.8% | -6.8% |
| 5Y | +24.9% | +56.2% | -31.3% | -6.0% |
| All | +250.9% | +304.0% | -53.1% | +60.5% |
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