+25.8%
C vs EXPE
-2.3%
+28.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.2% |
| 7D | -0.4% | -17.8% | +17.3% | +2.5% |
| 30D | -5.3% | -3.2% | -2.1% | -5.0% |
| 3M | -8.0% | -19.0% | +11.0% | -5.3% |
| 6M | -0.3% | +17.7% | -18.0% | -4.6% |
| YTD | +8.6% | -7.8% | +16.4% | +8.6% |
| 1Y | +25.8% | -1.4% | +27.2% | +23.1% |
| All | +25.8% | -2.3% | +28.2% | +23.1% |
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