+224.3%
CTVA vs EXPD
+182.2%
+42.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.7% |
| 30D | +12.0% | +4.1% | +8.0% | +10.1% |
| 3M | +13.5% | +13.8% | -0.3% | +7.3% |
| 6M | +12.1% | +27.3% | -15.2% | +0.8% |
| YTD | +29.0% | +25.4% | +3.6% | +15.6% |
| 1Y | +18.9% | +54.4% | -35.5% | -3.6% |
| 3Y | +78.9% | +67.9% | +11.0% | +35.7% |
| 5Y | +105.2% | +59.2% | +46.1% | +55.7% |
| All | +224.3% | +182.2% | +42.1% | +51.4% |
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