-10.0%
CRM vs EXPD
+53.8%
-63.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.6% |
| 7D | -6.2% | +0.3% | -6.5% | -6.3% |
| 30D | -1.2% | +1.8% | -3.0% | -1.5% |
| 3M | +19.1% | +8.9% | +10.2% | +17.6% |
| 6M | +23.0% | +42.2% | -19.3% | +16.9% |
| YTD | -13.7% | +33.4% | -47.0% | -19.7% |
| 1Y | -10.0% | +47.2% | -57.2% | -21.5% |
| All | -10.0% | +53.8% | -63.8% | -21.5% |
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 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