+855.0%
EXPE vs CP
+1,505.5%
-650.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | -9.5% | -2.7% | -6.9% | -8.2% |
| 30D | -6.6% | +0.2% | -6.8% | -6.8% |
| 3M | +31.4% | +2.6% | +28.8% | +29.2% |
| 6M | +35.2% | +6.0% | +29.2% | +29.6% |
| YTD | +5.8% | +24.9% | -19.1% | -7.9% |
| 1Y | +38.7% | +20.1% | +18.6% | +23.4% |
| 3Y | +175.8% | +16.4% | +159.4% | +145.2% |
| 5Y | +111.8% | +31.7% | +80.1% | +73.6% |
| 10Y | +179.7% | +223.9% | -44.1% | +39.2% |
| All | +855.0% | +1,505.5% | -650.5% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling