+47.3%
EXPE vs CF
+114.1%
-66.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.5% | +4.8% | -5.3% | -0.9% |
| 30D | -6.1% | +4.7% | -10.8% | -6.5% |
| 3M | -21.3% | +7.4% | -28.7% | -22.0% |
| 6M | +19.0% | +0.6% | +18.4% | +18.6% |
| YTD | -8.4% | +64.1% | -72.5% | -16.6% |
| 1Y | -2.8% | +51.4% | -54.2% | -10.2% |
| 3Y | +120.8% | +67.8% | +53.0% | +96.9% |
| All | +47.3% | +114.1% | -66.8% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling