+912.2%
EXPE vs CSGP
+597.6%
+314.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.0% | +6.5% | +8.7% |
| 7D | +14.6% | +18.3% | -3.7% | +6.4% |
| 30D | +21.4% | +17.8% | +3.6% | +12.1% |
| 3M | +1.4% | +9.3% | -7.9% | -3.6% |
| 6M | +28.6% | -7.9% | +36.5% | +31.1% |
| YTD | +12.1% | -51.5% | +63.7% | +51.3% |
| 1Y | +50.0% | -53.3% | +103.3% | +105.1% |
| 3Y | +184.1% | -57.9% | +242.0% | +293.5% |
| 5Y | +103.3% | -61.3% | +164.6% | +185.9% |
| 10Y | +165.3% | +77.5% | +87.7% | +83.0% |
| All | +912.2% | +597.6% | +314.5% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling