+164.2%
EXPE vs CART
+37.6%
+126.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.4% | -11.3% | -13.3% |
| 7D | -3.6% | +1.2% | -4.8% | -3.7% |
| 30D | +4.8% | +27.1% | -22.3% | +0.1% |
| 3M | -14.6% | +27.4% | -42.1% | -18.5% |
| 6M | +10.0% | +32.1% | -22.1% | +4.1% |
| YTD | -3.3% | +28.5% | -31.7% | -8.3% |
| 1Y | +28.4% | +58.8% | -30.4% | +16.8% |
| 3Y | +145.1% | +114.8% | +30.4% | +109.7% |
| All | +164.2% | +37.6% | +126.6% | +126.8% |
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