+779.7%
EXPE vs CNI
+994.3%
-214.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.6% |
| 7D | -9.8% | +1.9% | -11.7% | -10.9% |
| 30D | -11.5% | -3.0% | -8.5% | -9.7% |
| 3M | +21.7% | +2.2% | +19.5% | +19.7% |
| 6M | +10.4% | +16.3% | -5.9% | -1.5% |
| YTD | -2.5% | +25.7% | -28.2% | -18.0% |
| 1Y | +27.3% | +30.4% | -3.1% | +4.2% |
| 3Y | +153.5% | +20.4% | +133.1% | +114.7% |
| 5Y | +91.1% | +10.4% | +80.7% | +70.2% |
| 10Y | +153.1% | +126.9% | +26.2% | +36.6% |
| All | +779.7% | +994.3% | -214.6% | +107.3% |
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