+118.5%
EXPE vs CNH
+134.0%
-15.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.9% | -10.9% | -5.0% |
| 7D | -13.3% | +8.6% | -21.9% | -16.7% |
| 30D | -5.5% | +12.6% | -18.0% | -10.8% |
| 3M | -16.5% | +17.5% | -34.0% | -24.0% |
| 6M | +13.1% | +18.1% | -5.0% | +1.1% |
| YTD | -8.0% | +40.4% | -48.4% | -26.6% |
| 1Y | +1.1% | +34.0% | -32.9% | -17.4% |
| 3Y | +131.2% | +35.3% | +95.9% | +78.1% |
| 5Y | +39.8% | -5.1% | +44.9% | +26.4% |
| 10Y | +118.5% | +124.0% | -5.6% | +21.4% |
| All | +118.5% | +134.0% | -15.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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