+120.8%
EXPE vs CNI
+21.4%
+99.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.5% | +2.5% | -3.0% | -1.6% |
| 30D | -6.1% | +6.1% | -12.2% | -8.0% |
| 3M | -21.3% | +0.1% | -21.4% | -21.3% |
| 6M | +19.0% | +14.9% | +4.1% | +13.0% |
| YTD | -8.4% | +30.9% | -39.3% | -19.1% |
| 1Y | -2.8% | +33.9% | -36.7% | -15.3% |
| 3Y | +120.8% | +20.2% | +100.5% | +90.0% |
| All | +120.8% | +21.4% | +99.3% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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