+69.2%
EXPD vs CRL
+38.0%
+31.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.1% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | +4.1% | +10.7% | -6.6% | +2.4% |
| 3M | +17.9% | +55.3% | -37.4% | +9.9% |
| 6M | +29.2% | +60.7% | -31.4% | +19.2% |
| YTD | +27.4% | +44.6% | -17.3% | +19.2% |
| 1Y | +56.8% | +77.7% | -20.9% | +41.6% |
| All | +69.2% | +38.0% | +31.2% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling