+693.5%
EXPE vs CG
+351.2%
+342.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -0.9% |
| 7D | -9.5% | -4.3% | -5.2% | -7.6% |
| 30D | -6.6% | -5.1% | -1.5% | -4.5% |
| 3M | +31.4% | +8.7% | +22.7% | +25.0% |
| 6M | +35.2% | -9.2% | +44.4% | +39.5% |
| YTD | +5.8% | -18.9% | +24.7% | +15.4% |
| 1Y | +38.7% | -25.6% | +64.3% | +57.0% |
| 3Y | +175.8% | +57.3% | +118.5% | +109.7% |
| 5Y | +111.8% | +10.2% | +101.7% | +83.9% |
| 10Y | +179.7% | +364.2% | -184.5% | +44.3% |
| All | +693.5% | +351.2% | +342.3% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling