+134.5%
CVE vs EXPD
+304.0%
-169.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.5% |
| 7D | -16.1% | -7.2% | -9.0% | -13.0% |
| 30D | -10.4% | -3.3% | -7.1% | -9.0% |
| 3M | -2.4% | +3.4% | -5.8% | -4.2% |
| 6M | -4.4% | +22.7% | -27.1% | -14.5% |
| YTD | +64.9% | +24.5% | +40.4% | +44.2% |
| 1Y | +66.0% | +38.6% | +27.4% | +36.7% |
| 3Y | +57.7% | +71.5% | -13.8% | +11.0% |
| 5Y | +144.7% | +56.2% | +88.5% | +75.8% |
| All | +134.5% | +304.0% | -169.5% | -1.3% |
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