+222.5%
EXPE vs CFG
+347.0%
-124.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -3.9% | -4.4% |
| 7D | -9.3% | -0.9% | -8.4% | -8.5% |
| 30D | +0.1% | +1.1% | -0.9% | 0.0% |
| 3M | -15.3% | -12.0% | -3.3% | -9.1% |
| 6M | +5.5% | -2.2% | +7.7% | +6.8% |
| YTD | -8.0% | +11.4% | -19.4% | -13.5% |
| 1Y | +18.9% | +27.8% | -9.0% | +4.2% |
| 3Y | +135.5% | +173.3% | -37.8% | +34.9% |
| 5Y | +44.3% | +62.4% | -18.2% | +6.1% |
| 10Y | +117.7% | +249.6% | -131.8% | 0.0% |
| All | +222.5% | +347.0% | -124.5% | +34.1% |
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