-54.5%
CSGP vs EXPD
+42.2%
-96.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.8% | -0.8% |
| 7D | +13.9% | -4.8% | +18.7% | +14.9% |
| 30D | +16.0% | -1.5% | +17.5% | +16.3% |
| 3M | +6.1% | +4.1% | +2.0% | +5.4% |
| 6M | -8.2% | +24.0% | -32.2% | -11.5% |
| YTD | -52.3% | +27.4% | -79.7% | -54.1% |
| 1Y | -54.5% | +38.4% | -92.9% | -58.0% |
| All | -54.5% | +42.2% | -96.7% | -58.0% |
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