+207.2%
C vs EXPE
+126.2%
+81.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +4.7% | -4.2% | +8.9% | +6.2% |
| 30D | +0.2% | -4.5% | +4.7% | +0.9% |
| 3M | -9.3% | -19.7% | +10.4% | -3.7% |
| 6M | -0.8% | +18.3% | -19.1% | -9.0% |
| YTD | +8.5% | -7.3% | +15.8% | +6.5% |
| 1Y | +23.1% | -3.9% | +27.0% | +18.9% |
| 3Y | +220.8% | +123.0% | +97.8% | +113.0% |
| 5Y | +112.4% | +47.9% | +64.5% | +54.2% |
| All | +207.2% | +126.2% | +81.0% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling