+91.1%
EXPE vs CCI
-50.2%
+141.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.2% | -8.1% | -7.9% |
| 7D | -9.8% | +0.2% | -9.9% | -9.8% |
| 30D | -11.5% | +0.5% | -12.0% | -11.6% |
| 3M | +21.7% | -16.3% | +38.0% | +26.2% |
| 6M | +10.4% | -13.9% | +24.3% | +13.5% |
| YTD | -2.5% | -12.4% | +9.9% | -0.6% |
| 1Y | +27.3% | -15.2% | +42.5% | +30.7% |
| 3Y | +153.5% | -9.9% | +163.4% | +145.5% |
| 5Y | +91.1% | -50.8% | +141.9% | +126.5% |
| All | +91.1% | -50.2% | +141.3% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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