+256.9%
CP vs EXPD
+337.7%
-80.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.3% |
| 7D | -0.7% | -1.6% | +0.9% | -0.1% |
| 30D | +9.6% | +0.6% | +9.0% | +9.1% |
| 3M | +2.2% | +9.8% | -7.6% | -2.3% |
| 6M | +11.1% | +25.8% | -14.7% | -0.4% |
| YTD | +28.2% | +31.3% | -3.1% | +10.8% |
| 1Y | +32.2% | +40.9% | -8.8% | +10.2% |
| 3Y | +35.5% | +74.7% | -39.2% | -0.9% |
| 5Y | +26.8% | +62.9% | -36.1% | -6.3% |
| 10Y | +256.9% | +334.3% | -77.4% | +58.2% |
| All | +256.9% | +337.7% | -80.8% | +58.2% |
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