+58.6%
CVE vs EXPD
+72.7%
-14.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -1.7% |
| 7D | -14.1% | -4.8% | -9.3% | -13.0% |
| 30D | -11.6% | -1.5% | -10.1% | -11.3% |
| 3M | 0.0% | +4.1% | -4.1% | -0.9% |
| 6M | -8.4% | +24.0% | -32.4% | -13.3% |
| YTD | +65.9% | +27.4% | +38.5% | +54.8% |
| 1Y | +69.4% | +38.4% | +31.0% | +54.0% |
| All | +58.6% | +72.7% | -14.2% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling