+115.9%
EXPE vs CSGP
+61.5%
+54.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.7% |
| 7D | -11.2% | -3.2% | -8.0% | -9.6% |
| 30D | -7.5% | +2.2% | -9.7% | -8.8% |
| 3M | -19.1% | -3.7% | -15.4% | -18.5% |
| 6M | +10.7% | -7.4% | +18.2% | +12.6% |
| YTD | -9.9% | -54.9% | +45.0% | +27.0% |
| 1Y | -4.6% | -54.9% | +50.3% | +34.1% |
| 3Y | +116.8% | -61.9% | +178.7% | +217.0% |
| 5Y | +38.6% | -63.1% | +101.7% | +100.0% |
| 10Y | +115.9% | +65.1% | +50.7% | +96.7% |
| All | +115.9% | +61.5% | +54.4% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling