+158.8%
EXPE vs CNI
+18.7%
+140.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.8% |
| 7D | -8.7% | -1.1% | -7.6% | -8.3% |
| 30D | -13.6% | -3.5% | -10.1% | -12.4% |
| 3M | +26.6% | +2.2% | +24.4% | +25.4% |
| 6M | +19.9% | +15.1% | +4.9% | +12.2% |
| YTD | -1.7% | +24.7% | -26.4% | -12.3% |
| 1Y | +29.4% | +33.4% | -3.9% | +11.2% |
| All | +158.8% | +18.7% | +140.1% | +118.8% |
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