+270.8%
EXPE vs CFG
+396.4%
-125.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -9.5% | +1.5% | -11.1% | -10.2% |
| 30D | -6.6% | -3.8% | -2.8% | -4.7% |
| 3M | +31.4% | +11.5% | +19.9% | +23.8% |
| 6M | +35.2% | +19.2% | +16.0% | +22.5% |
| YTD | +5.8% | +23.7% | -17.9% | -6.2% |
| 1Y | +38.7% | +38.8% | -0.2% | +15.7% |
| 3Y | +175.8% | +178.9% | -3.1% | +55.5% |
| 5Y | +111.8% | +101.8% | +10.1% | +38.2% |
| 10Y | +179.7% | +317.3% | -137.6% | +17.6% |
| All | +270.8% | +396.4% | -125.6% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling