+205.1%
CRM vs EXPD
+335.0%
-129.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +2.0% | +5.5% | -3.6% | -0.5% |
| 30D | -7.7% | -0.8% | -6.9% | -7.5% |
| 3M | +8.4% | +4.1% | +4.2% | +6.1% |
| 6M | +31.9% | +25.7% | +6.2% | +18.0% |
| YTD | -17.2% | +31.4% | -48.6% | -28.8% |
| 1Y | -8.6% | +42.2% | -50.8% | -24.5% |
| 3Y | +3.1% | +77.2% | -74.1% | -26.6% |
| 5Y | -27.6% | +61.0% | -88.6% | -47.0% |
| All | +205.1% | +335.0% | -129.9% | +39.9% |
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 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