+115.9%
EXPE vs CP
+255.2%
-139.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -11.2% | +2.8% | -14.0% | -12.5% |
| 30D | -7.5% | +11.0% | -18.5% | -12.9% |
| 3M | -19.1% | +3.8% | -22.9% | -20.8% |
| 6M | +10.7% | +9.5% | +1.3% | +4.6% |
| YTD | -9.9% | +28.2% | -38.1% | -24.0% |
| 1Y | -4.6% | +33.0% | -37.6% | -21.4% |
| 3Y | +116.8% | +35.5% | +81.2% | +71.7% |
| 5Y | +38.6% | +25.8% | +12.8% | +12.9% |
| 10Y | +115.9% | +250.7% | -134.9% | -3.1% |
| All | +115.9% | +255.2% | -139.3% | -3.1% |
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