+27.3%
EXPE vs CNH
+20.6%
+6.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.6% | -2.3% | -7.7% |
| 7D | -9.8% | +8.8% | -18.6% | -9.7% |
| 30D | -11.5% | +24.7% | -36.2% | -11.5% |
| 3M | +21.7% | +27.3% | -5.6% | +21.5% |
| 6M | +10.4% | +23.2% | -12.8% | +9.1% |
| YTD | -2.5% | +48.9% | -51.5% | -5.3% |
| 1Y | +27.3% | +19.4% | +7.9% | +17.7% |
| All | +27.3% | +20.6% | +6.8% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling