+135.5%
EXPE vs CPB
-36.0%
+171.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.5% |
| 7D | -9.3% | +8.0% | -17.3% | -11.2% |
| 30D | +0.1% | +22.4% | -22.2% | -5.0% |
| 3M | -15.3% | +2.5% | -17.8% | -16.4% |
| 6M | +5.5% | +12.2% | -6.7% | +2.2% |
| YTD | -8.0% | -12.8% | +4.8% | -6.1% |
| 1Y | +18.9% | -19.2% | +38.0% | +23.2% |
| 3Y | +135.5% | -35.6% | +171.1% | +155.1% |
| All | +135.5% | -36.0% | +171.5% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling