+204.7%
CTVA vs EXPD
+187.7%
+17.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +0.7% |
| 7D | +1.6% | -5.5% | +7.1% | +3.7% |
| 30D | -8.5% | -1.9% | -6.6% | -8.0% |
| 3M | +5.3% | +6.1% | -0.8% | +2.3% |
| 6M | -0.1% | +21.6% | -21.7% | -8.4% |
| YTD | +21.2% | +27.9% | -6.7% | +7.3% |
| 1Y | +27.0% | +39.4% | -12.4% | +8.0% |
| 3Y | +87.2% | +72.7% | +14.6% | +40.0% |
| 5Y | +77.9% | +60.3% | +17.6% | +35.2% |
| All | +204.7% | +187.7% | +17.0% | +40.6% |
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