+50.0%
EXPE vs CP
+35.2%
+14.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.5% | +7.1% | +9.3% |
| 7D | +14.6% | +5.6% | +9.1% | +12.7% |
| 30D | +21.4% | +10.0% | +11.4% | +18.0% |
| 3M | +1.4% | +4.4% | -3.0% | -0.2% |
| 6M | +28.6% | +14.1% | +14.5% | +23.8% |
| YTD | +12.1% | +29.1% | -16.9% | -1.1% |
| 1Y | +50.0% | +34.6% | +15.5% | +22.2% |
| All | +50.0% | +35.2% | +14.8% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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