+39.5%
EXPE vs CSGP
-63.4%
+102.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.7% | -0.2% | -2.7% |
| 7D | -9.3% | +1.3% | -10.6% | -9.5% |
| 30D | +0.1% | +10.7% | -10.5% | -4.9% |
| 3M | -15.3% | +3.3% | -18.6% | -17.4% |
| 6M | +5.5% | -10.3% | +15.8% | +9.1% |
| YTD | -8.0% | -54.6% | +46.6% | +30.0% |
| 1Y | +18.9% | -54.6% | +73.5% | +67.5% |
| 3Y | +135.5% | -60.3% | +195.9% | +236.2% |
| All | +39.5% | -63.4% | +102.9% | +113.5% |
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