+151.3%
EXPE vs CART
+38.4%
+112.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -5.0% |
| 7D | -9.3% | +3.0% | -12.3% | -9.7% |
| 30D | +0.1% | +28.6% | -28.4% | -4.5% |
| 3M | -15.3% | +29.1% | -44.4% | -19.3% |
| 6M | +5.5% | +44.7% | -39.2% | -1.7% |
| YTD | -8.0% | +29.2% | -37.2% | -12.8% |
| 1Y | +18.9% | +66.2% | -47.3% | +7.3% |
| 3Y | +135.5% | +112.8% | +22.7% | +101.6% |
| All | +151.3% | +38.4% | +112.9% | +115.5% |
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