+23.0%
C vs EXPE
-2.5%
+25.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | -0.4% | -11.2% | +10.8% | +1.5% |
| 30D | -5.2% | -7.5% | +2.3% | -4.1% |
| 3M | -9.1% | -19.1% | +10.0% | -6.4% |
| 6M | -1.6% | +10.7% | -12.3% | -4.9% |
| YTD | +6.9% | -9.9% | +16.9% | +7.2% |
| 1Y | +23.0% | -4.6% | +27.6% | +21.1% |
| All | +23.0% | -2.5% | +25.5% | +21.1% |
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