+26.1%
EXPE vs CNP
+9.1%
+17.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -1.0% |
| 7D | -11.5% | +0.7% | -12.2% | -11.3% |
| 30D | -13.1% | -0.1% | -13.0% | -13.0% |
| 3M | +18.1% | -5.6% | +23.8% | +16.4% |
| 6M | +13.3% | -7.5% | +20.7% | +10.7% |
| YTD | -3.2% | +5.5% | -8.7% | -1.6% |
| 1Y | +26.1% | +8.3% | +17.8% | +24.9% |
| All | +26.1% | +9.1% | +17.0% | +24.9% |
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