+47.3%
EXPE vs CP
+25.5%
+21.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -0.5% | +2.1% | -2.6% | -1.6% |
| 30D | -6.1% | +9.3% | -15.4% | -10.2% |
| 3M | -21.3% | +0.5% | -21.8% | -21.5% |
| 6M | +19.0% | +10.4% | +8.6% | +12.7% |
| YTD | -8.4% | +28.7% | -37.1% | -21.5% |
| 1Y | -2.8% | +33.2% | -36.0% | -18.4% |
| 3Y | +120.8% | +38.4% | +82.3% | +74.6% |
| All | +47.3% | +25.5% | +21.7% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling