+98.3%
CRS vs EXPD
+57.8%
+40.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -0.2% | -1.1% | +0.9% | 0.0% |
| 30D | -16.6% | +4.1% | -20.7% | -17.2% |
| 3M | -3.5% | +17.9% | -21.4% | -5.8% |
| 6M | +15.4% | +29.2% | -13.8% | +11.2% |
| YTD | +51.2% | +27.4% | +23.8% | +44.2% |
| 1Y | +98.3% | +56.8% | +41.5% | +89.2% |
| All | +98.3% | +57.8% | +40.4% | +89.2% |
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