-65.3%
CSGP vs EXPD
+57.8%
-123.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | -4.1% | -1.1% | -2.9% | -3.9% |
| 30D | +2.3% | +4.1% | -1.8% | +1.6% |
| 3M | -8.2% | +17.9% | -26.1% | -11.1% |
| 6M | -35.1% | +29.2% | -64.3% | -38.4% |
| YTD | -54.0% | +27.4% | -81.4% | -56.0% |
| 1Y | -65.3% | +56.8% | -122.1% | -68.9% |
| All | -65.3% | +57.8% | -123.2% | -68.9% |
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