+3,264.4%
CSGP vs EXPD
+4,528.6%
-1,264.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | -4.1% | -1.1% | -2.9% | -3.7% |
| 30D | +2.3% | +4.1% | -1.8% | +0.9% |
| 3M | -8.2% | +17.9% | -26.1% | -13.6% |
| 6M | -35.1% | +29.2% | -64.3% | -41.1% |
| YTD | -54.0% | +27.4% | -81.4% | -58.3% |
| 1Y | -65.3% | +56.8% | -122.1% | -70.9% |
| 3Y | -62.6% | +68.0% | -130.6% | -69.6% |
| 5Y | -64.8% | +61.9% | -126.7% | -71.4% |
| 10Y | +45.1% | +316.0% | -270.9% | -15.1% |
| All | +3,264.4% | +4,528.6% | -1,264.3% | +1,187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling