+2,279.9%
EXPD vs CRL
+1,505.2%
+774.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -3.4% |
| 7D | -4.8% | -16.8% | +12.0% | -0.4% |
| 30D | -1.5% | +2.6% | -4.2% | -2.5% |
| 3M | +4.1% | +20.1% | -15.9% | -1.3% |
| 6M | +24.0% | +68.8% | -44.8% | +6.8% |
| YTD | +27.4% | +56.9% | -29.5% | +10.7% |
| 1Y | +38.4% | +86.7% | -48.3% | +14.8% |
| 3Y | +73.2% | +72.1% | +1.1% | +38.6% |
| 5Y | +59.9% | -16.6% | +76.4% | +51.5% |
| 10Y | +319.9% | +359.0% | -39.1% | +138.4% |
| All | +2,279.9% | +1,505.2% | +774.7% | +827.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling