+27.3%
EXPE vs CG
-26.2%
+53.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.2% | -5.7% | -6.9% |
| 7D | -9.8% | -1.3% | -8.5% | -9.2% |
| 30D | -11.5% | -3.2% | -8.3% | -10.4% |
| 3M | +21.7% | +6.2% | +15.5% | +17.6% |
| 6M | +10.4% | -4.7% | +15.0% | +12.5% |
| YTD | -2.5% | -20.6% | +18.1% | +10.6% |
| 1Y | +27.3% | -26.4% | +53.7% | +44.3% |
| All | +27.3% | -26.2% | +53.5% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling