-69.2%
CPNG vs EXPD
+113.1%
-182.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -6.8% | +5.5% | -12.3% | -8.5% |
| 30D | +5.5% | -0.8% | +6.3% | +5.6% |
| 3M | -6.8% | +4.1% | -10.9% | -8.3% |
| 6M | -4.8% | +25.7% | -30.5% | -13.2% |
| YTD | -35.6% | +31.4% | -67.0% | -42.9% |
| 1Y | -46.8% | +42.2% | -88.9% | -54.3% |
| 3Y | -0.8% | +77.2% | -78.0% | -24.7% |
| 5Y | -42.9% | +61.0% | -103.9% | -59.4% |
| All | -69.2% | +113.1% | -182.2% | -77.4% |
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