+815.9%
CRS vs EXPD
+60.9%
+755.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.5% |
| 7D | +4.8% | +5.5% | -0.8% | +2.3% |
| 30D | -23.2% | -0.8% | -22.4% | -22.8% |
| 3M | -45.5% | +4.1% | -49.7% | -46.5% |
| 6M | -33.1% | +25.7% | -58.8% | -39.7% |
| YTD | -7.2% | +31.4% | -38.6% | -19.5% |
| 1Y | -10.0% | +42.2% | -52.2% | -25.0% |
| 3Y | +332.3% | +77.2% | +255.1% | +209.1% |
| All | +815.9% | +60.9% | +755.0% | +505.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling