+23.1%
C vs EXPE
-1.9%
+25.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +4.7% | -4.2% | +8.9% | +5.4% |
| 30D | +0.2% | -4.5% | +4.7% | +0.8% |
| 3M | -9.3% | -19.7% | +10.4% | -6.5% |
| 6M | -0.8% | +18.3% | -19.1% | -5.2% |
| YTD | +8.5% | -7.3% | +15.8% | +8.2% |
| 1Y | +23.1% | -3.9% | +27.0% | +21.4% |
| All | +23.1% | -1.9% | +25.0% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling