+135.5%
EXPE vs CP
+26.5%
+109.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.1% |
| 7D | -9.3% | +2.8% | -12.1% | -10.2% |
| 30D | +0.1% | +10.2% | -10.1% | -3.6% |
| 3M | -15.3% | +2.4% | -17.7% | -16.1% |
| 6M | +5.5% | +7.7% | -2.2% | +2.2% |
| YTD | -8.0% | +26.0% | -34.0% | -18.2% |
| 1Y | +18.9% | +34.6% | -15.8% | +2.3% |
| 3Y | +135.5% | +26.7% | +108.9% | +105.1% |
| All | +135.5% | +26.5% | +109.0% | +105.1% |
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 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