+320.2%
CVE vs EXPD
+61.6%
+258.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | +2.5% | -1.1% | +3.6% | +2.8% |
| 30D | +16.7% | +4.1% | +12.7% | +15.3% |
| 3M | +9.3% | +17.9% | -8.6% | +3.7% |
| 6M | +43.6% | +29.2% | +14.4% | +31.9% |
| YTD | +93.6% | +27.4% | +66.2% | +77.7% |
| 1Y | +98.8% | +56.8% | +41.9% | +68.8% |
| 3Y | +73.6% | +68.0% | +5.6% | +41.2% |
| All | +320.2% | +61.6% | +258.6% | +234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling