+1.0%
CRM vs EXPD
+59.0%
-58.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -8.1% | +1.2% | -9.3% | -8.2% |
| 30D | +23.1% | +6.8% | +16.2% | +22.3% |
| 3M | +42.5% | +14.9% | +27.6% | +40.7% |
| 6M | +25.3% | +34.6% | -9.3% | +22.1% |
| YTD | -7.8% | +27.7% | -35.5% | -9.9% |
| 1Y | +1.0% | +57.7% | -56.6% | +0.3% |
| All | +1.0% | +59.0% | -58.0% | +0.3% |
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