+44.1%
CSGP vs EXPD
+315.7%
-271.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -4.1% | -1.1% | -2.9% | -3.6% |
| 30D | +2.3% | +4.1% | -1.8% | +0.5% |
| 3M | -8.2% | +17.9% | -26.1% | -15.0% |
| 6M | -35.1% | +29.2% | -64.3% | -42.8% |
| YTD | -54.0% | +27.4% | -81.4% | -59.5% |
| 1Y | -65.3% | +56.8% | -122.1% | -72.5% |
| 3Y | -62.6% | +68.0% | -130.6% | -71.9% |
| 5Y | -64.8% | +61.9% | -126.7% | -73.8% |
| All | +44.1% | +315.7% | -271.5% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling