+120.8%
EXPE vs CPB
-35.1%
+155.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -2.1% |
| 7D | -0.5% | -1.6% | +1.1% | 0.0% |
| 30D | -6.1% | +19.2% | -25.3% | -10.4% |
| 3M | -21.3% | -1.0% | -20.3% | -21.5% |
| 6M | +19.0% | +15.2% | +3.8% | +14.7% |
| YTD | -8.4% | -13.1% | +4.7% | -6.4% |
| 1Y | -2.8% | -22.4% | +19.7% | +1.8% |
| 3Y | +120.8% | -35.3% | +156.1% | +138.3% |
| All | +120.8% | -35.1% | +155.8% | +138.3% |
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