+162.3%
CVE vs EXPD
+315.7%
-153.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.7% |
| 7D | +2.5% | -1.1% | +3.6% | +3.0% |
| 30D | +16.7% | +4.1% | +12.7% | +14.4% |
| 3M | +9.3% | +17.9% | -8.6% | +0.1% |
| 6M | +43.6% | +29.2% | +14.4% | +24.8% |
| YTD | +93.6% | +27.4% | +66.2% | +67.6% |
| 1Y | +98.8% | +56.8% | +41.9% | +52.1% |
| 3Y | +73.6% | +68.0% | +5.6% | +24.1% |
| 5Y | +312.5% | +61.9% | +250.6% | +189.5% |
| All | +162.3% | +315.7% | -153.4% | +8.0% |
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