-2.8%
EXPE vs CAH
+39.8%
-42.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.3% |
| 7D | -0.5% | +3.5% | -3.9% | -0.8% |
| 30D | -6.1% | +13.5% | -19.6% | -7.3% |
| 3M | -21.3% | +21.8% | -43.2% | -22.3% |
| 6M | +19.0% | +51.5% | -32.5% | +22.6% |
| YTD | -8.4% | +38.1% | -46.5% | -9.8% |
| 1Y | -2.8% | +37.7% | -40.5% | -4.7% |
| All | -2.8% | +39.8% | -42.6% | -4.7% |
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 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