+120.2%
EXPE vs CF
+481.7%
-361.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.8% |
| 7D | -11.2% | +4.8% | -15.9% | -12.7% |
| 30D | -7.5% | +9.7% | -17.2% | -10.3% |
| 3M | -19.1% | +1.2% | -20.3% | -20.2% |
| 6M | +10.7% | +7.4% | +3.4% | +6.2% |
| YTD | -9.9% | +60.5% | -70.4% | -26.2% |
| 1Y | -4.6% | +50.7% | -55.4% | -20.2% |
| 3Y | +116.8% | +64.8% | +52.0% | +70.0% |
| 5Y | +38.6% | +115.8% | -77.2% | -11.0% |
| All | +120.2% | +481.7% | -361.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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