+855.0%
EXPE vs CSGP
+561.9%
+293.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.6% |
| 7D | -9.5% | -4.1% | -5.5% | -7.9% |
| 30D | -6.6% | +2.3% | -8.9% | -7.9% |
| 3M | +31.4% | -8.2% | +39.6% | +35.2% |
| 6M | +35.2% | -35.1% | +70.3% | +62.1% |
| YTD | +5.8% | -54.0% | +59.8% | +47.2% |
| 1Y | +38.7% | -65.3% | +104.0% | +117.5% |
| 3Y | +175.8% | -62.6% | +238.3% | +305.8% |
| 5Y | +111.8% | -64.8% | +176.7% | +211.2% |
| 10Y | +179.7% | +45.1% | +134.6% | +111.9% |
| All | +855.0% | +561.9% | +293.1% | +223.1% |
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