+175.1%
EXPE vs CF
+569.3%
-394.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -0.8% |
| 7D | -9.5% | +6.0% | -15.5% | -11.1% |
| 30D | -6.6% | +14.8% | -21.5% | -10.5% |
| 3M | +31.4% | +14.1% | +17.3% | +25.5% |
| 6M | +35.2% | +28.5% | +6.7% | +21.6% |
| YTD | +5.8% | +74.9% | -69.1% | -14.3% |
| 1Y | +38.7% | +61.7% | -23.0% | +14.8% |
| 3Y | +175.8% | +80.3% | +95.5% | +113.3% |
| 5Y | +111.8% | +226.0% | -114.1% | +18.2% |
| All | +175.1% | +569.3% | -394.2% | +26.4% |
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