+118.5%
EXPE vs CPB
-39.9%
+158.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | 0.0% |
| 7D | -13.3% | +3.3% | -16.6% | -13.5% |
| 30D | -5.5% | +19.0% | -24.5% | -6.4% |
| 3M | -16.5% | +0.4% | -16.9% | -16.7% |
| 6M | +13.1% | +13.0% | +0.1% | +12.5% |
| YTD | -8.0% | -12.7% | +4.7% | -8.2% |
| 1Y | +1.1% | -20.9% | +22.0% | +1.0% |
| 3Y | +131.2% | -35.4% | +166.6% | +130.7% |
| 5Y | +39.8% | -32.3% | +72.0% | +39.8% |
| 10Y | +118.5% | -40.5% | +159.0% | +115.5% |
| All | +118.5% | -39.9% | +158.4% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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