+150.1%
EXPE vs CART
+40.2%
+109.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.3% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | -6.1% | +19.2% | -25.3% | -9.2% |
| 3M | -21.3% | +17.6% | -38.9% | -23.8% |
| 6M | +19.0% | +47.4% | -28.4% | +10.7% |
| YTD | -8.4% | +30.9% | -39.3% | -13.4% |
| 1Y | -2.8% | +46.0% | -48.8% | -10.2% |
| 3Y | +120.8% | +130.3% | -9.6% | +86.5% |
| All | +150.1% | +40.2% | +109.9% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling