+42.5%
CI vs EXPE
+111.8%
-69.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | +1.3% | -9.5% | +10.8% | +1.9% |
| 30D | +4.4% | -6.6% | +11.1% | +4.8% |
| 3M | +0.7% | +31.4% | -30.7% | -1.2% |
| 6M | +0.3% | +35.2% | -34.8% | -1.9% |
| YTD | +3.8% | +5.8% | -2.0% | +3.0% |
| 1Y | -5.5% | +38.7% | -44.2% | -8.2% |
| 3Y | +8.1% | +175.8% | -167.7% | -2.0% |
| All | +42.5% | +111.8% | -69.2% | +30.0% |
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 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