-54.5%
C vs EXPE
+729.3%
-783.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.6% |
| 7D | -0.4% | -17.8% | +17.3% | +7.6% |
| 30D | -5.3% | -3.2% | -2.1% | -5.2% |
| 3M | -8.0% | -19.0% | +11.0% | -1.6% |
| 6M | -0.3% | +17.7% | -18.0% | -9.9% |
| YTD | +8.6% | -7.8% | +16.4% | +6.0% |
| 1Y | +25.8% | -1.4% | +27.2% | +18.8% |
| 3Y | +221.2% | +121.9% | +99.2% | +98.7% |
| 5Y | +113.6% | +44.3% | +69.3% | +46.3% |
| 10Y | +218.3% | +125.4% | +92.9% | +52.7% |
| All | -54.5% | +729.3% | -783.9% | -94.8% |
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