+319.6%
CRS vs EXPD
+68.8%
+250.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.5% |
| 7D | -1.7% | -7.2% | +5.5% | +0.6% |
| 30D | -28.8% | -3.3% | -25.5% | -28.0% |
| 3M | -50.0% | +3.4% | -53.4% | -50.5% |
| 6M | -39.2% | +22.7% | -61.9% | -42.7% |
| YTD | -11.4% | +24.5% | -36.0% | -18.0% |
| 1Y | -11.7% | +38.6% | -50.3% | -21.2% |
| 3Y | +319.6% | +71.5% | +248.1% | +225.1% |
| All | +319.6% | +68.8% | +250.8% | +225.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling