-5.3%
CRS vs EXPD
+40.0%
-45.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.3% | +1.7% |
| 7D | +4.4% | -1.6% | +5.9% | +4.7% |
| 30D | -19.1% | +0.6% | -19.8% | -19.2% |
| 3M | -43.2% | +9.8% | -53.0% | -44.4% |
| 6M | -28.9% | +25.8% | -54.6% | -31.9% |
| YTD | -3.0% | +31.3% | -34.2% | -14.0% |
| 1Y | -5.3% | +40.9% | -46.3% | -20.3% |
| All | -5.3% | +40.0% | -45.4% | -20.3% |
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 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