-4.7%
CRM vs EXPD
+61.0%
-65.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | -5.0% | +1.2% | -6.1% | -5.4% |
| 30D | +23.6% | +5.2% | +18.4% | +21.0% |
| 3M | +39.6% | +13.2% | +26.4% | +32.3% |
| 6M | +23.4% | +30.3% | -6.9% | +9.7% |
| YTD | -7.4% | +27.0% | -34.4% | -17.8% |
| 1Y | -2.3% | +57.3% | -59.6% | -22.5% |
| 3Y | +10.5% | +70.0% | -59.5% | -18.9% |
| 5Y | -4.7% | +61.6% | -66.3% | -32.6% |
| All | -4.7% | +61.0% | -65.8% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling