+59.2%
EXPD vs CNI
+11.4%
+47.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | +2.5% | -3.4% | -2.1% |
| 30D | +4.1% | -2.5% | +6.6% | +5.2% |
| 3M | +13.8% | +2.7% | +11.1% | +12.3% |
| 6M | +27.3% | +16.9% | +10.3% | +17.5% |
| YTD | +25.4% | +26.3% | -0.9% | +10.6% |
| 1Y | +54.4% | +31.1% | +23.3% | +33.2% |
| 3Y | +67.9% | +21.1% | +46.8% | +48.3% |
| 5Y | +59.2% | +11.0% | +48.1% | +47.4% |
| All | +59.2% | +11.4% | +47.8% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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