+801.7%
CRS vs EXPD
+335.0%
+466.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.4% |
| 7D | +4.8% | +5.5% | -0.8% | +1.2% |
| 30D | -23.2% | -0.8% | -22.4% | -22.6% |
| 3M | -45.5% | +4.1% | -49.7% | -47.0% |
| 6M | -33.1% | +25.7% | -58.8% | -42.7% |
| YTD | -7.2% | +31.4% | -38.6% | -25.1% |
| 1Y | -10.0% | +42.2% | -52.2% | -31.4% |
| 3Y | +332.3% | +77.2% | +255.1% | +165.6% |
| 5Y | +801.9% | +61.0% | +740.9% | +481.9% |
| All | +801.7% | +335.0% | +466.7% | +145.2% |
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 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