-33.3%
CPB vs EXPD
+60.8%
-94.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +2.9% | -7.4% | +10.3% | +3.7% |
| 30D | +17.6% | -2.1% | +19.7% | +17.8% |
| 3M | +2.0% | +5.7% | -3.6% | +1.2% |
| 6M | +11.6% | +21.4% | -9.7% | +9.0% |
| YTD | -13.8% | +27.6% | -41.4% | -16.5% |
| 1Y | -21.6% | +36.1% | -57.7% | -24.7% |
| 3Y | -35.8% | +69.9% | -105.7% | -40.5% |
| 5Y | -33.3% | +59.7% | -93.0% | -36.5% |
| All | -33.3% | +60.8% | -94.1% | -36.5% |
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