+3,446.1%
CSGP vs EXPD
+4,746.6%
-1,300.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.3% | +5.2% |
| 7D | +18.3% | +0.3% | +18.0% | +18.1% |
| 30D | +17.8% | +1.8% | +15.9% | +17.1% |
| 3M | +9.3% | +8.9% | +0.3% | +6.0% |
| 6M | -7.9% | +42.2% | -50.1% | -19.1% |
| YTD | -51.5% | +33.4% | -84.9% | -56.8% |
| 1Y | -53.3% | +47.2% | -100.5% | -59.8% |
| 3Y | -57.9% | +81.3% | -139.2% | -66.7% |
| 5Y | -61.3% | +60.2% | -121.5% | -68.4% |
| 10Y | +77.5% | +339.5% | -262.0% | +1.9% |
| All | +3,446.1% | +4,746.6% | -1,300.5% | +1,235.0% |
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 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