+7.1%
CRM vs EXPD
+57.8%
-50.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | +1.3% | -1.1% | +2.4% | +1.4% |
| 30D | +34.3% | +4.1% | +30.3% | +33.9% |
| 3M | +37.7% | +17.9% | +19.8% | +35.7% |
| 6M | +34.9% | +29.2% | +5.7% | +32.0% |
| YTD | -1.6% | +27.4% | -29.0% | -3.8% |
| 1Y | +7.1% | +56.8% | -49.7% | +6.8% |
| All | +7.1% | +57.8% | -50.7% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling