+88.3%
EXPE vs CAH
+400.5%
-312.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -11.5% | -2.2% | -9.3% | -10.9% |
| 30D | -13.1% | +1.2% | -14.3% | -13.3% |
| 3M | +18.1% | +13.1% | +5.1% | +14.3% |
| 6M | +13.3% | +8.5% | +4.8% | +10.7% |
| YTD | -3.2% | +17.6% | -20.8% | -8.5% |
| 1Y | +26.1% | +60.7% | -34.5% | +6.8% |
| 3Y | +151.7% | +183.2% | -31.4% | +66.1% |
| 5Y | +88.3% | +402.2% | -313.8% | -10.7% |
| All | +88.3% | +400.5% | -312.2% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling