+38.7%
EXPE vs CART
+14.4%
+24.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -9.5% | +1.0% | -10.6% | -9.7% |
| 30D | -6.6% | +12.6% | -19.2% | -8.3% |
| 3M | +31.4% | +23.1% | +8.3% | +27.6% |
| 6M | +35.2% | +39.5% | -4.3% | +28.6% |
| YTD | +5.8% | +13.5% | -7.7% | +4.9% |
| 1Y | +38.7% | +14.9% | +23.8% | +30.1% |
| All | +38.7% | +14.4% | +24.2% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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