+73.3%
CSGP vs EXPD
+313.3%
-240.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.8% | +0.3% |
| 7D | +13.9% | -4.8% | +18.7% | +16.2% |
| 30D | +16.0% | -1.5% | +17.5% | +16.7% |
| 3M | +6.1% | +4.1% | +2.0% | +4.1% |
| 6M | -8.2% | +24.0% | -32.2% | -17.1% |
| YTD | -52.3% | +27.4% | -79.7% | -58.0% |
| 1Y | -54.5% | +38.4% | -92.9% | -61.6% |
| 3Y | -58.6% | +73.2% | -131.8% | -69.4% |
| 5Y | -61.5% | +59.9% | -121.4% | -71.1% |
| All | +73.3% | +313.3% | -240.0% | -8.5% |
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