+39.5%
EXPE vs CPB
-31.3%
+70.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.6% |
| 7D | -9.3% | +8.0% | -17.3% | -10.4% |
| 30D | +0.1% | +22.4% | -22.2% | -2.6% |
| 3M | -15.3% | +2.5% | -17.8% | -16.0% |
| 6M | +5.5% | +12.2% | -6.7% | +3.9% |
| YTD | -8.0% | -12.8% | +4.8% | -7.8% |
| 1Y | +18.9% | -19.2% | +38.0% | +19.7% |
| 3Y | +135.5% | -35.6% | +171.1% | +139.5% |
| All | +39.5% | -31.3% | +70.8% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling