-40.3%
CPB vs EXPD
+335.0%
-375.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.2% |
| 7D | -1.6% | +5.5% | -7.1% | -2.4% |
| 30D | +19.2% | -0.8% | +20.0% | +19.2% |
| 3M | -1.0% | +4.1% | -5.1% | -1.7% |
| 6M | +15.2% | +25.7% | -10.5% | +11.0% |
| YTD | -13.1% | +31.4% | -44.5% | -17.2% |
| 1Y | -22.4% | +42.2% | -64.6% | -27.1% |
| 3Y | -35.3% | +77.2% | -112.5% | -42.0% |
| 5Y | -33.0% | +61.0% | -94.0% | -39.4% |
| All | -40.3% | +335.0% | -375.3% | -55.4% |
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