+125.4%
EXPE vs CPB
-40.1%
+165.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | -17.8% | -4.1% | -13.7% | -17.5% |
| 30D | -3.2% | +16.9% | -20.2% | -4.0% |
| 3M | -19.0% | -0.6% | -18.4% | -19.1% |
| 6M | +17.7% | +11.4% | +6.4% | +17.3% |
| YTD | -7.8% | -14.8% | +7.1% | -7.8% |
| 1Y | -1.4% | -24.8% | +23.4% | -1.3% |
| 3Y | +121.9% | -36.6% | +158.5% | +121.8% |
| 5Y | +44.3% | -33.3% | +77.6% | +44.5% |
| 10Y | +125.4% | -40.4% | +165.8% | +122.0% |
| All | +125.4% | -40.1% | +165.5% | +122.0% |
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