+222.5%
CP vs EXPD
+315.7%
-93.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -2.7% | -1.1% | -1.5% | -2.2% |
| 30D | +0.2% | +4.1% | -3.9% | -1.6% |
| 3M | +2.6% | +17.9% | -15.3% | -5.0% |
| 6M | +6.0% | +29.2% | -23.3% | -6.4% |
| YTD | +24.9% | +27.4% | -2.4% | +9.8% |
| 1Y | +20.1% | +56.8% | -36.7% | -5.3% |
| 3Y | +16.4% | +68.0% | -51.6% | -13.1% |
| 5Y | +31.7% | +61.9% | -30.1% | -2.8% |
| All | +222.5% | +315.7% | -93.1% | +46.3% |
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