+38.7%
EXPE vs CSGP
-64.9%
+103.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.7% |
| 7D | -9.5% | -4.1% | -5.5% | -8.0% |
| 30D | -6.6% | +2.3% | -8.9% | -7.8% |
| 3M | +31.4% | -8.2% | +39.6% | +34.6% |
| 6M | +35.2% | -35.1% | +70.3% | +61.5% |
| YTD | +5.8% | -54.0% | +59.8% | +43.6% |
| 1Y | +38.7% | -65.3% | +104.0% | +101.0% |
| All | +38.7% | -64.9% | +103.6% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling