+127.7%
EXPE vs CAH
+418.0%
-290.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.6% |
| 7D | -0.5% | +3.5% | -3.9% | -1.7% |
| 30D | -6.1% | +13.5% | -19.6% | -10.2% |
| 3M | -21.3% | +21.8% | -43.2% | -26.7% |
| 6M | +19.0% | +51.5% | -32.5% | +2.7% |
| YTD | -8.4% | +38.1% | -46.5% | -19.4% |
| 1Y | -2.8% | +37.7% | -40.5% | -14.4% |
| 3Y | +120.8% | +179.6% | -58.9% | +44.5% |
| 5Y | +46.2% | +504.9% | -458.8% | -30.8% |
| All | +127.7% | +418.0% | -290.3% | +5.7% |
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