+50.0%
EXPE vs CAH
+38.5%
+11.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.6% | +7.0% | +9.8% |
| 7D | +14.6% | +7.0% | +7.6% | +13.3% |
| 30D | +21.4% | +12.4% | +9.1% | +19.4% |
| 3M | +1.4% | +12.2% | -10.8% | -0.1% |
| 6M | +28.6% | +33.2% | -4.6% | +27.9% |
| YTD | +12.1% | +28.4% | -16.2% | +5.5% |
| 1Y | +50.0% | +35.0% | +15.0% | +28.9% |
| All | +50.0% | +38.5% | +11.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling