+12.2%
CPB vs EXPD
+20.5%
-8.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | +8.0% | -7.2% | +15.1% | +7.8% |
| 30D | +22.4% | -3.3% | +25.7% | +21.7% |
| 3M | +2.5% | +3.4% | -0.9% | +0.9% |
| 6M | +12.2% | +22.7% | -10.5% | +11.9% |
| All | +12.2% | +20.5% | -8.3% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling