+158.0%
EXPE vs CG
+324.5%
-166.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +1.5% |
| 7D | -11.5% | -6.4% | -5.1% | -8.2% |
| 30D | -13.1% | -7.1% | -6.0% | -9.8% |
| 3M | +18.1% | -1.6% | +19.7% | +17.9% |
| 6M | +13.3% | -8.3% | +21.6% | +16.8% |
| YTD | -3.2% | -23.8% | +20.6% | +10.5% |
| 1Y | +26.1% | -28.7% | +54.9% | +48.6% |
| 3Y | +151.7% | +49.2% | +102.6% | +85.1% |
| 5Y | +88.3% | +5.5% | +82.8% | +61.1% |
| 10Y | +158.0% | +331.2% | -173.2% | +22.5% |
| All | +158.0% | +324.5% | -166.5% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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