+317.8%
EXPD vs CPAY
+155.3%
+162.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | +1.2% | -2.7% | +3.8% | +2.0% |
| 30D | +6.8% | +0.6% | +6.3% | +6.6% |
| 3M | +14.9% | +17.0% | -2.1% | +9.4% |
| 6M | +34.6% | +24.1% | +10.5% | +25.1% |
| YTD | +27.7% | +35.7% | -8.0% | +15.1% |
| 1Y | +57.7% | +34.0% | +23.6% | +42.2% |
| 3Y | +70.9% | +50.3% | +20.6% | +45.8% |
| 5Y | +59.5% | +56.7% | +2.8% | +31.3% |
| All | +317.8% | +155.3% | +162.5% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling