+905.1%
CRS vs EXPD
+334.2%
+571.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.7% | +7.0% | +7.9% |
| 7D | +4.9% | -5.5% | +10.4% | +9.0% |
| 30D | -20.8% | -1.9% | -18.9% | -19.7% |
| 3M | -46.4% | +6.1% | -52.5% | -48.6% |
| 6M | -28.6% | +21.6% | -50.2% | -37.5% |
| YTD | -2.8% | +27.9% | -30.7% | -20.2% |
| 1Y | -6.7% | +39.4% | -46.1% | -28.0% |
| 3Y | +368.0% | +72.7% | +295.3% | +192.2% |
| 5Y | +852.9% | +60.3% | +792.6% | +512.6% |
| 10Y | +905.1% | +332.6% | +572.5% | +142.4% |
| All | +905.1% | +334.2% | +571.0% | +142.4% |
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