-56.4%
C vs EXPE
+727.6%
-784.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +2.5% |
| 7D | -2.4% | -9.3% | +6.9% | +0.9% |
| 30D | -6.0% | +0.1% | -6.1% | -7.2% |
| 3M | -10.5% | -15.3% | +4.8% | -6.0% |
| 6M | -5.7% | +5.5% | -11.2% | -11.0% |
| YTD | +4.1% | -8.0% | +12.1% | +1.7% |
| 1Y | +20.5% | +18.9% | +1.6% | +4.0% |
| 3Y | +208.1% | +135.5% | +72.6% | +85.3% |
| 5Y | +110.4% | +44.3% | +66.1% | +44.1% |
| 10Y | +234.6% | +117.7% | +116.9% | +63.2% |
| All | -56.4% | +727.6% | -784.0% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling