-27.7%
CRM vs EXPD
+63.3%
-91.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -2.2% | +3.6% | -5.8% | -3.6% |
| 30D | -8.6% | +0.3% | -8.9% | -8.8% |
| 3M | +12.7% | +6.1% | +6.7% | +9.8% |
| 6M | +27.6% | +27.4% | +0.2% | +14.5% |
| YTD | -17.3% | +32.0% | -49.3% | -28.1% |
| 1Y | -10.8% | +40.5% | -51.4% | -24.9% |
| 3Y | +3.8% | +75.7% | -71.9% | -25.5% |
| 5Y | -27.7% | +61.7% | -89.4% | -50.3% |
| All | -27.7% | +63.3% | -91.0% | -50.3% |
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 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