+8,794.6%
EXPD vs CNI
+6,541.6%
+2,253.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.1% | -2.1% | +1.0% | 0.0% |
| 30D | +4.1% | -3.3% | +7.3% | +5.9% |
| 3M | +17.9% | +3.8% | +14.1% | +15.4% |
| 6M | +29.2% | +12.7% | +16.6% | +20.2% |
| YTD | +27.4% | +26.3% | +1.1% | +10.7% |
| 1Y | +56.8% | +29.9% | +26.9% | +34.0% |
| 3Y | +68.0% | +15.9% | +52.1% | +50.8% |
| 5Y | +61.9% | +6.9% | +54.9% | +49.9% |
| 10Y | +316.0% | +126.8% | +189.2% | +143.7% |
| All | +8,794.6% | +6,541.6% | +2,253.0% | +1,050.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling