+88.1%
CSCO vs EXPD
+55.6%
+32.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.2% |
| 7D | -10.2% | -7.2% | -3.0% | -7.8% |
| 30D | -20.1% | -3.3% | -16.8% | -19.1% |
| 3M | -22.4% | +3.4% | -25.7% | -23.3% |
| 6M | +2.8% | +22.7% | -19.9% | -4.5% |
| YTD | +23.6% | +24.5% | -0.9% | +14.0% |
| 1Y | +34.0% | +38.6% | -4.6% | +19.1% |
| 3Y | +89.3% | +71.5% | +17.8% | +51.7% |
| All | +88.1% | +55.6% | +32.5% | +51.8% |
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