+726.6%
EXPE vs CNI
+1,039.8%
-313.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -0.5% | +2.5% | -3.0% | -2.1% |
| 30D | -6.1% | +6.1% | -12.2% | -9.4% |
| 3M | -21.3% | +0.1% | -21.4% | -21.2% |
| 6M | +19.0% | +14.9% | +4.1% | +8.5% |
| YTD | -8.4% | +30.9% | -39.3% | -24.8% |
| 1Y | -2.8% | +33.9% | -36.7% | -21.5% |
| 3Y | +120.8% | +20.2% | +100.5% | +88.1% |
| 5Y | +46.2% | +8.2% | +38.0% | +33.2% |
| 10Y | +123.8% | +142.2% | -18.3% | +16.3% |
| All | +726.6% | +1,039.8% | -313.2% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling