+130.7%
C vs EXPE
+111.8%
+18.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +3.6% | -9.5% | +13.2% | +6.2% |
| 30D | +0.1% | -6.6% | +6.7% | +1.6% |
| 3M | +2.4% | +31.4% | -29.0% | -5.4% |
| 6M | +24.9% | +35.2% | -10.3% | +13.8% |
| YTD | +19.8% | +5.8% | +14.0% | +15.6% |
| 1Y | +44.9% | +38.7% | +6.2% | +28.7% |
| 3Y | +263.0% | +175.8% | +87.2% | +158.6% |
| All | +130.7% | +111.8% | +18.9% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling