-41.5%
CPB vs EXPD
+334.5%
-376.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.7% |
| 7D | -4.1% | -1.6% | -2.5% | -3.9% |
| 30D | +16.9% | +0.6% | +16.3% | +16.7% |
| 3M | -0.6% | +9.8% | -10.4% | -2.1% |
| 6M | +11.4% | +25.8% | -14.4% | +7.3% |
| YTD | -14.8% | +31.3% | -46.1% | -18.9% |
| 1Y | -24.8% | +40.9% | -65.7% | -29.2% |
| 3Y | -36.6% | +74.7% | -111.3% | -43.0% |
| 5Y | -33.3% | +62.9% | -96.2% | -39.8% |
| All | -41.5% | +334.5% | -376.0% | -56.3% |
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