+51.6%
EXPE vs CSGP
-62.1%
+113.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.6% | -12.1% | -13.0% |
| 7D | -3.6% | +13.9% | -17.5% | -9.1% |
| 30D | +4.8% | +16.0% | -11.2% | -2.7% |
| 3M | -14.6% | +6.1% | -20.7% | -17.8% |
| 6M | +10.0% | -8.2% | +18.1% | +12.4% |
| YTD | -3.3% | -52.3% | +49.1% | +33.5% |
| 1Y | +28.4% | -54.5% | +82.9% | +80.4% |
| 3Y | +145.1% | -58.6% | +203.7% | +242.9% |
| 5Y | +51.6% | -61.5% | +113.1% | +128.0% |
| All | +51.6% | -62.1% | +113.7% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling