+151.9%
EXPE vs CART
+40.2%
+111.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | -17.8% | -0.6% | -17.2% | -17.6% |
| 30D | -3.2% | +23.1% | -26.3% | -7.0% |
| 3M | -19.0% | +19.2% | -38.2% | -21.7% |
| 6M | +17.7% | +45.7% | -28.0% | +9.7% |
| YTD | -7.8% | +30.9% | -38.7% | -12.8% |
| 1Y | -1.4% | +50.2% | -51.5% | -9.3% |
| 3Y | +121.9% | +133.5% | -11.6% | +87.1% |
| All | +151.9% | +40.2% | +111.7% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling