+115.9%
EXPE vs CNH
+107.8%
+8.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -0.1% |
| 7D | -11.2% | +4.5% | -15.7% | -13.2% |
| 30D | -7.5% | +7.6% | -15.1% | -10.9% |
| 3M | -19.1% | +17.0% | -36.1% | -26.3% |
| 6M | +10.7% | +12.9% | -2.2% | +1.0% |
| YTD | -9.9% | +34.3% | -44.2% | -26.7% |
| 1Y | -4.6% | +28.5% | -33.2% | -20.7% |
| 3Y | +116.8% | +31.9% | +84.9% | +68.7% |
| 5Y | +38.6% | -9.6% | +48.2% | +28.1% |
| 10Y | +115.9% | +106.3% | +9.6% | +22.2% |
| All | +115.9% | +107.8% | +8.0% | +22.2% |
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