+855.0%
EXPE vs CPB
+34.7%
+820.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.9% |
| 7D | -9.5% | -8.6% | -0.9% | -7.7% |
| 30D | -6.6% | -7.2% | +0.6% | -5.1% |
| 3M | +31.4% | +0.9% | +30.5% | +31.1% |
| 6M | +35.2% | -11.8% | +47.0% | +38.6% |
| YTD | +5.8% | -19.4% | +25.2% | +10.4% |
| 1Y | +38.7% | -30.4% | +69.1% | +49.1% |
| 3Y | +175.8% | -40.2% | +215.9% | +202.6% |
| 5Y | +111.8% | -39.5% | +151.3% | +126.6% |
| 10Y | +179.7% | -47.4% | +227.1% | +195.3% |
| All | +855.0% | +34.7% | +820.3% | +530.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling