+205.4%
CTVA vs EXPD
+195.3%
+10.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.3% |
| 7D | -1.0% | -1.6% | +0.6% | -0.4% |
| 30D | -8.7% | +0.6% | -9.3% | -9.1% |
| 3M | +6.4% | +9.8% | -3.4% | +2.0% |
| 6M | -1.9% | +25.8% | -27.6% | -11.3% |
| YTD | +21.5% | +31.3% | -9.7% | +6.5% |
| 1Y | +24.3% | +40.9% | -16.7% | +5.3% |
| 3Y | +91.8% | +74.7% | +17.1% | +43.0% |
| 5Y | +78.4% | +62.9% | +15.6% | +35.2% |
| All | +205.4% | +195.3% | +10.2% | +39.5% |
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 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