+116.8%
EXPE vs CP
+31.7%
+85.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -11.2% | +2.8% | -14.0% | -12.1% |
| 30D | -7.5% | +11.0% | -18.5% | -11.4% |
| 3M | -19.1% | +3.8% | -22.9% | -20.4% |
| 6M | +10.7% | +9.5% | +1.3% | +6.4% |
| YTD | -9.9% | +28.2% | -38.1% | -20.9% |
| 1Y | -4.6% | +33.0% | -37.6% | -17.9% |
| 3Y | +116.8% | +35.5% | +81.2% | +77.9% |
| All | +116.8% | +31.7% | +85.0% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling