+135.5%
EXPE vs CNP
+60.3%
+75.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.0% |
| 7D | -9.3% | -4.2% | -5.1% | -9.1% |
| 30D | +0.1% | +5.5% | -5.4% | -0.4% |
| 3M | -15.3% | +0.6% | -15.9% | -15.5% |
| 6M | +5.5% | -2.8% | +8.3% | +5.5% |
| YTD | -8.0% | +7.9% | -15.8% | -10.2% |
| 1Y | +18.9% | +6.7% | +12.2% | +16.2% |
| 3Y | +135.5% | +61.1% | +74.4% | +96.6% |
| All | +135.5% | +60.3% | +75.3% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling