+135.8%
CVE vs EXPD
+313.3%
-177.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -0.6% |
| 7D | -14.1% | -4.8% | -9.3% | -12.0% |
| 30D | -11.6% | -1.5% | -10.1% | -11.0% |
| 3M | 0.0% | +4.1% | -4.1% | -2.2% |
| 6M | -8.4% | +24.0% | -32.4% | -18.4% |
| YTD | +65.9% | +27.4% | +38.5% | +43.4% |
| 1Y | +69.4% | +38.4% | +31.0% | +39.7% |
| 3Y | +55.9% | +73.2% | -17.3% | +9.5% |
| 5Y | +146.2% | +59.9% | +86.3% | +74.9% |
| All | +135.8% | +313.3% | -177.5% | -1.8% |
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