+1,444.5%
CRS vs EXPD
+61.6%
+1,382.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -0.2% | -1.1% | +0.9% | +0.3% |
| 30D | -16.6% | +4.1% | -20.7% | -18.1% |
| 3M | -3.5% | +17.9% | -21.4% | -10.2% |
| 6M | +15.4% | +29.2% | -13.8% | +2.7% |
| YTD | +51.2% | +27.4% | +23.8% | +33.6% |
| 1Y | +98.3% | +56.8% | +41.5% | +57.2% |
| 3Y | +651.5% | +68.0% | +583.5% | +459.7% |
| All | +1,444.5% | +61.6% | +1,382.9% | +967.6% |
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