-66.7%
CPNG vs EXPD
+107.4%
-174.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.2% |
| 7D | +11.7% | -5.5% | +17.2% | +13.8% |
| 30D | +3.8% | -1.9% | +5.7% | +4.3% |
| 3M | +1.2% | +6.1% | -4.9% | -1.2% |
| 6M | -3.3% | +21.6% | -24.9% | -10.7% |
| YTD | -30.4% | +27.9% | -58.3% | -37.6% |
| 1Y | -43.1% | +39.4% | -82.5% | -50.9% |
| 3Y | +8.2% | +72.7% | -64.4% | -17.1% |
| 5Y | -44.7% | +60.3% | -105.0% | -60.3% |
| All | -66.7% | +107.4% | -174.0% | -75.3% |
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