-40.5%
CPB vs EXPD
+334.2%
-374.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.6% |
| 7D | +3.3% | -5.5% | +8.7% | +4.0% |
| 30D | +19.0% | -1.9% | +20.9% | +19.2% |
| 3M | +0.4% | +6.1% | -5.6% | -0.6% |
| 6M | +13.0% | +21.6% | -8.6% | +9.4% |
| YTD | -12.7% | +27.9% | -40.6% | -16.5% |
| 1Y | -20.9% | +39.4% | -60.3% | -25.4% |
| 3Y | -35.4% | +72.7% | -108.1% | -41.8% |
| 5Y | -32.3% | +60.3% | -92.6% | -38.7% |
| 10Y | -40.5% | +332.6% | -373.1% | -55.9% |
| All | -40.5% | +334.2% | -374.7% | -55.9% |
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