+199.4%
CTVA vs EXPD
+180.1%
+19.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.3% |
| 7D | +2.2% | -7.2% | +9.4% | +5.1% |
| 30D | -17.6% | -3.3% | -14.4% | -16.7% |
| 3M | +3.4% | +3.4% | 0.0% | +1.5% |
| 6M | -2.6% | +22.7% | -25.3% | -11.1% |
| YTD | +19.1% | +24.5% | -5.4% | +6.6% |
| 1Y | +26.8% | +38.6% | -11.9% | +7.9% |
| 3Y | +63.9% | +71.5% | -7.6% | +22.4% |
| 5Y | +75.7% | +56.2% | +19.5% | +34.8% |
| All | +199.4% | +180.1% | +19.3% | +39.6% |
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 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