+36.6%
CTVA vs EXPD
+60.9%
-24.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.7% |
| 7D | -20.8% | +5.5% | -26.3% | -21.8% |
| 30D | -29.6% | -0.8% | -28.8% | -29.6% |
| 3M | -16.9% | +4.1% | -21.0% | -17.9% |
| 6M | -24.3% | +25.7% | -49.9% | -28.7% |
| YTD | -5.6% | +31.4% | -37.0% | -12.8% |
| 1Y | -4.2% | +42.2% | -46.3% | -13.4% |
| 3Y | +43.3% | +77.2% | -33.9% | +19.7% |
| All | +36.6% | +60.9% | -24.2% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling