+9,067.4%
EXPD vs CNI
+6,804.3%
+2,263.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.2% | +2.5% |
| 7D | -1.6% | -1.1% | -0.5% | -0.9% |
| 30D | +0.6% | +7.6% | -7.0% | -3.4% |
| 3M | +9.8% | +1.6% | +8.2% | +8.7% |
| 6M | +25.8% | +16.6% | +9.2% | +15.3% |
| YTD | +31.3% | +31.3% | 0.0% | +11.6% |
| 1Y | +40.9% | +35.2% | +5.7% | +17.8% |
| 3Y | +74.7% | +21.5% | +53.3% | +52.9% |
| 5Y | +62.9% | +8.5% | +54.4% | +50.1% |
| 10Y | +334.3% | +142.9% | +191.4% | +145.3% |
| All | +9,067.4% | +6,804.3% | +2,263.1% | +1,059.4% |
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 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