+104.9%
EXPE vs CAG
-40.1%
+144.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -9.5% | -3.8% | -5.7% | -9.0% |
| 30D | -6.6% | +3.1% | -9.8% | -7.0% |
| 3M | +31.4% | +23.5% | +7.9% | +27.8% |
| 6M | +35.2% | -14.8% | +50.0% | +37.6% |
| YTD | +5.8% | -5.4% | +11.2% | +5.7% |
| 1Y | +38.7% | -11.8% | +50.5% | +39.9% |
| 3Y | +175.8% | -36.7% | +212.4% | +189.7% |
| All | +104.9% | -40.1% | +144.9% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling