+135.5%
EXPE vs CG
+47.3%
+88.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.5% |
| 7D | -9.3% | -1.2% | -8.1% | -8.2% |
| 30D | +0.1% | +5.0% | -4.9% | -1.5% |
| 3M | -15.3% | -18.2% | +2.9% | -6.7% |
| 6M | +5.5% | -20.7% | +26.2% | +17.2% |
| YTD | -8.0% | -31.4% | +23.4% | +9.8% |
| 1Y | +18.9% | -22.3% | +41.1% | +33.4% |
| 3Y | +135.5% | +50.2% | +85.4% | +105.2% |
| All | +135.5% | +47.3% | +88.2% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling