-31.6%
CPB vs EXPD
+55.6%
-87.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.0% |
| 7D | +8.0% | -7.2% | +15.1% | +8.8% |
| 30D | +22.4% | -3.3% | +25.7% | +22.7% |
| 3M | +2.5% | +3.4% | -0.9% | +2.0% |
| 6M | +12.2% | +22.7% | -10.5% | +9.4% |
| YTD | -12.8% | +24.5% | -37.3% | -15.4% |
| 1Y | -19.2% | +38.6% | -57.8% | -22.6% |
| 3Y | -35.6% | +71.5% | -107.1% | -40.3% |
| All | -31.6% | +55.6% | -87.1% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling