+26.1%
EXPE vs CAG
-16.0%
+42.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -11.5% | -6.6% | -4.9% | -10.5% |
| 30D | -13.1% | +2.3% | -15.4% | -13.2% |
| 3M | +18.1% | +16.3% | +1.8% | +17.0% |
| 6M | +13.3% | -16.0% | +29.3% | +13.2% |
| YTD | -3.2% | -7.7% | +4.5% | -4.5% |
| 1Y | +26.1% | -16.0% | +42.2% | +22.7% |
| All | +26.1% | -16.0% | +42.2% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling