+62.8%
EXPD vs CRL
-35.5%
+98.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.2% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | +4.1% | +10.7% | -6.6% | +2.0% |
| 3M | +17.9% | +55.3% | -37.4% | +7.8% |
| 6M | +29.2% | +60.7% | -31.4% | +16.4% |
| YTD | +27.4% | +44.6% | -17.3% | +17.0% |
| 1Y | +56.8% | +77.7% | -20.9% | +37.4% |
| 3Y | +68.0% | +37.6% | +30.4% | +49.0% |
| All | +62.8% | -35.5% | +98.3% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling