+120.8%
EXPE vs CFG
+191.5%
-70.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -0.5% | +3.2% | -3.7% | -2.2% |
| 30D | -6.1% | +5.1% | -11.2% | -8.2% |
| 3M | -21.3% | -11.2% | -10.1% | -16.1% |
| 6M | +19.0% | +9.6% | +9.4% | +13.4% |
| YTD | -8.4% | +15.0% | -23.4% | -15.3% |
| 1Y | -2.8% | +29.9% | -32.7% | -15.7% |
| 3Y | +120.8% | +192.1% | -71.3% | +34.5% |
| All | +120.8% | +191.5% | -70.8% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling