+260.5%
CP vs EXPD
+335.0%
-74.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +2.1% | +5.5% | -3.4% | -0.3% |
| 30D | +9.3% | -0.8% | +10.1% | +9.5% |
| 3M | +0.5% | +4.1% | -3.7% | -1.7% |
| 6M | +10.4% | +25.7% | -15.3% | -1.0% |
| YTD | +28.7% | +31.4% | -2.7% | +11.1% |
| 1Y | +33.2% | +42.2% | -9.0% | +10.6% |
| 3Y | +38.4% | +77.2% | -38.7% | +0.5% |
| 5Y | +26.2% | +61.0% | -34.8% | -6.1% |
| All | +260.5% | +335.0% | -74.5% | +58.3% |
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