+125.4%
EXPE vs CP
+251.7%
-126.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -17.8% | -0.7% | -17.1% | -17.3% |
| 30D | -3.2% | +9.6% | -12.9% | -8.2% |
| 3M | -19.0% | +2.2% | -21.2% | -20.0% |
| 6M | +17.7% | +11.1% | +6.6% | +10.1% |
| YTD | -7.8% | +28.2% | -36.0% | -22.2% |
| 1Y | -1.4% | +32.2% | -33.5% | -18.4% |
| 3Y | +121.9% | +35.5% | +86.4% | +75.8% |
| 5Y | +44.3% | +26.8% | +17.5% | +16.9% |
| 10Y | +125.4% | +256.9% | -131.5% | 0.0% |
| All | +125.4% | +251.7% | -126.3% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling