+153.1%
EXPE vs CNP
+135.4%
+17.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.1% | -9.0% | -8.5% |
| 7D | -9.8% | +1.6% | -11.4% | -10.6% |
| 30D | -11.5% | -0.8% | -10.7% | -11.2% |
| 3M | +21.7% | -3.6% | +25.3% | +23.5% |
| 6M | +10.4% | -6.9% | +17.3% | +13.6% |
| YTD | -2.5% | +6.4% | -9.0% | -7.2% |
| 1Y | +27.3% | +9.9% | +17.4% | +18.8% |
| 3Y | +153.5% | +53.1% | +100.4% | +92.2% |
| 5Y | +91.1% | +72.0% | +19.1% | +33.6% |
| 10Y | +153.1% | +131.5% | +21.6% | +30.7% |
| All | +153.1% | +135.4% | +17.7% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling