+131.2%
EXPE vs CART
+112.9%
+18.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -13.3% | +1.5% | -14.8% | -13.5% |
| 30D | -5.5% | +22.4% | -27.9% | -9.2% |
| 3M | -16.5% | +16.5% | -33.0% | -19.0% |
| 6M | +13.1% | +44.9% | -31.8% | +5.4% |
| YTD | -8.0% | +30.0% | -38.0% | -13.0% |
| 1Y | +1.1% | +59.1% | -58.0% | -8.3% |
| 3Y | +131.2% | +138.8% | -7.7% | +97.3% |
| All | +131.2% | +112.9% | +18.3% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling