+115.9%
EXPE vs CAG
-38.9%
+154.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -11.2% | +6.6% | -17.8% | -12.1% |
| 30D | -7.5% | +13.9% | -21.4% | -9.3% |
| 3M | -19.1% | +4.0% | -23.1% | -19.6% |
| 6M | +10.7% | +10.0% | +0.7% | +9.1% |
| YTD | -9.9% | -6.1% | -3.8% | -9.8% |
| 1Y | -4.6% | -4.3% | -0.3% | -4.8% |
| 3Y | +116.8% | -34.6% | +151.3% | +126.7% |
| 5Y | +38.6% | -39.4% | +78.0% | +45.8% |
| 10Y | +115.9% | -34.2% | +150.0% | +114.8% |
| All | +115.9% | -38.9% | +154.7% | +114.8% |
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