+56.1%
EXPD vs CNI
+3.9%
+52.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.3% | -1.3% |
| 7D | -7.2% | +0.3% | -7.5% | -7.3% |
| 30D | -3.3% | +7.2% | -10.4% | -6.5% |
| 3M | +3.4% | -1.3% | +4.7% | +3.9% |
| 6M | +22.7% | +11.8% | +10.9% | +15.9% |
| YTD | +24.5% | +27.7% | -3.1% | +8.6% |
| 1Y | +38.6% | +33.5% | +5.2% | +17.8% |
| 3Y | +71.5% | +19.3% | +52.2% | +52.1% |
| All | +56.1% | +3.9% | +52.2% | +46.5% |
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