+159.9%
EXPE vs CAG
-35.0%
+194.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.4% | -6.5% | -7.7% |
| 7D | -9.8% | -5.3% | -4.5% | -9.0% |
| 30D | -11.5% | +1.0% | -12.5% | -11.6% |
| 3M | +21.7% | +17.4% | +4.3% | +19.1% |
| 6M | +10.4% | -16.8% | +27.2% | +12.9% |
| YTD | -2.5% | -6.8% | +4.2% | -2.2% |
| 1Y | +27.3% | -15.4% | +42.7% | +29.5% |
| 3Y | +153.5% | -37.1% | +190.6% | +167.2% |
| 5Y | +91.1% | -41.3% | +132.3% | +102.4% |
| All | +159.9% | -35.0% | +194.8% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling