+160.0%
EXPE vs CAH
+294.8%
-134.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -5.8% | -5.1% | -0.7% | -4.1% |
| 30D | -13.6% | +0.2% | -13.8% | -13.7% |
| 3M | +25.2% | +6.3% | +18.9% | +22.7% |
| 6M | +22.3% | +9.4% | +13.0% | +18.3% |
| YTD | -0.3% | +15.0% | -15.3% | -6.0% |
| 1Y | +27.8% | +55.4% | -27.6% | +7.5% |
| 3Y | +162.4% | +173.8% | -11.4% | +76.2% |
| 5Y | +95.8% | +395.2% | -299.4% | +3.4% |
| All | +160.0% | +294.8% | -134.8% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling