+232.4%
CRM vs EXPD
+324.8%
-92.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -8.1% | +1.2% | -9.3% | -8.6% |
| 30D | +23.1% | +6.8% | +16.2% | +19.3% |
| 3M | +42.5% | +14.9% | +27.6% | +33.3% |
| 6M | +25.3% | +34.6% | -9.3% | +8.2% |
| YTD | -7.8% | +27.7% | -35.5% | -19.4% |
| 1Y | +1.0% | +57.7% | -56.6% | -21.2% |
| 3Y | +10.0% | +70.9% | -60.9% | -20.1% |
| 5Y | -3.9% | +59.5% | -63.4% | -29.3% |
| All | +232.4% | +324.8% | -92.3% | +57.8% |
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 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