+47.3%
EXPE vs CNH
-17.7%
+64.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.5% | +3.0% | -3.5% | -2.0% |
| 30D | -6.1% | -0.6% | -5.5% | -6.1% |
| 3M | -21.3% | +14.6% | -35.9% | -26.6% |
| 6M | +19.0% | +11.8% | +7.2% | +10.7% |
| YTD | -8.4% | +30.4% | -38.8% | -22.9% |
| 1Y | -2.8% | +19.1% | -21.9% | -14.5% |
| 3Y | +120.8% | +30.2% | +90.6% | +74.3% |
| All | +47.3% | -17.7% | +64.9% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling