-2.6%
EXPE vs CNP
+6.5%
-9.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.1% |
| 7D | -13.3% | -4.3% | -9.0% | -14.9% |
| 30D | -5.5% | +5.7% | -11.2% | -3.3% |
| 3M | -16.5% | +0.9% | -17.4% | -16.8% |
| 6M | +13.1% | -1.1% | +14.1% | +13.2% |
| YTD | -8.0% | +8.3% | -16.3% | +3.5% |
| All | -2.6% | +6.5% | -9.1% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling