+39.8%
EXPE vs CAG
-38.8%
+78.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -13.3% | +4.6% | -17.9% | -14.2% |
| 30D | -5.5% | +14.7% | -20.1% | -7.9% |
| 3M | -16.5% | +2.4% | -18.8% | -17.0% |
| 6M | +13.1% | +10.7% | +2.4% | +10.9% |
| YTD | -8.0% | -5.5% | -2.5% | -8.3% |
| 1Y | +1.1% | -4.6% | +5.7% | +0.5% |
| 3Y | +131.2% | -34.4% | +165.6% | +141.5% |
| 5Y | +39.8% | -39.2% | +78.9% | +48.9% |
| All | +39.8% | -38.8% | +78.5% | +48.9% |
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 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