+72.7%
EXPD vs CRL
+99.4%
-26.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +2.0% |
| 7D | -5.5% | +4.4% | -9.8% | -6.1% |
| 30D | -1.9% | +17.1% | -19.0% | -4.3% |
| 3M | +6.1% | +32.1% | -26.0% | +1.5% |
| 6M | +21.6% | +98.9% | -77.3% | +8.9% |
| YTD | +27.9% | +77.1% | -49.2% | +15.9% |
| 1Y | +39.4% | +110.3% | -70.9% | +23.0% |
| 3Y | +72.7% | +108.5% | -35.8% | +42.9% |
| All | +72.7% | +99.4% | -26.7% | +42.9% |
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