+520.3%
EXPE vs CNH
+64.7%
+455.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -3.4% |
| 7D | -9.5% | +23.3% | -32.8% | -17.6% |
| 30D | -6.6% | +33.5% | -40.1% | -18.2% |
| 3M | +31.4% | +32.7% | -1.3% | +14.6% |
| 6M | +35.2% | +22.2% | +13.0% | +20.3% |
| YTD | +5.8% | +57.7% | -51.9% | -16.9% |
| 1Y | +38.7% | +28.0% | +10.7% | +18.8% |
| 3Y | +175.8% | +11.5% | +164.2% | +143.4% |
| 5Y | +111.8% | +11.9% | +100.0% | +82.4% |
| 10Y | +179.7% | +162.8% | +16.9% | +62.7% |
| All | +520.3% | +64.7% | +455.6% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling