+47.2%
EXPD vs CRL
+85.3%
-38.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.0% | -2.5% |
| 7D | +0.3% | -12.8% | +13.0% | +1.6% |
| 30D | +1.8% | +5.0% | -3.2% | +1.2% |
| 3M | +8.9% | +39.4% | -30.4% | +4.3% |
| 6M | +42.2% | +89.4% | -47.1% | +30.5% |
| YTD | +33.4% | +63.6% | -30.2% | +24.7% |
| 1Y | +47.2% | +83.5% | -36.3% | +37.0% |
| All | +47.2% | +85.3% | -38.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling