+135.5%
EXPE vs CNH
+7.0%
+128.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.6% | -5.5% |
| 7D | -9.3% | -1.7% | -7.6% | -8.9% |
| 30D | +0.1% | -7.2% | +7.4% | +1.7% |
| 3M | -15.3% | +6.5% | -21.9% | -17.0% |
| 6M | +5.5% | +7.9% | -2.4% | +2.5% |
| YTD | -8.0% | +26.6% | -34.6% | -16.7% |
| 1Y | +18.9% | +13.8% | +5.1% | +11.0% |
| 3Y | +135.5% | +9.2% | +126.3% | +124.5% |
| All | +135.5% | +7.0% | +128.5% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling