+153.1%
EXPE vs CFG
+313.6%
-160.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.1% | -6.8% | -7.3% |
| 7D | -9.8% | +2.7% | -12.4% | -11.0% |
| 30D | -11.5% | -3.7% | -7.8% | -9.7% |
| 3M | +21.7% | +9.5% | +12.2% | +15.7% |
| 6M | +10.4% | +22.2% | -11.9% | -1.5% |
| YTD | -2.5% | +22.3% | -24.9% | -13.4% |
| 1Y | +27.3% | +39.4% | -12.1% | +5.4% |
| 3Y | +153.5% | +188.5% | -35.0% | +37.8% |
| 5Y | +91.1% | +101.5% | -10.5% | +23.0% |
| 10Y | +153.1% | +308.6% | -155.5% | +15.2% |
| All | +153.1% | +313.6% | -160.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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