+63.1%
CVE vs EXPD
+80.8%
-17.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.2% | -4.4% | -6.9% |
| 7D | -12.1% | +0.3% | -12.4% | -12.1% |
| 30D | -9.8% | +1.8% | -11.6% | -10.1% |
| 3M | -0.7% | +8.9% | -9.6% | -2.6% |
| 6M | -4.3% | +42.2% | -46.5% | -12.6% |
| YTD | +70.6% | +33.4% | +37.2% | +57.5% |
| 1Y | +73.2% | +47.2% | +26.0% | +55.0% |
| All | +63.1% | +80.8% | -17.7% | +28.2% |
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