+726.6%
EXPE vs CAH
+964.3%
-237.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.7% |
| 7D | -0.5% | +3.5% | -3.9% | -2.1% |
| 30D | -6.1% | +13.5% | -19.6% | -11.4% |
| 3M | -21.3% | +21.8% | -43.2% | -28.3% |
| 6M | +19.0% | +51.5% | -32.5% | -2.1% |
| YTD | -8.4% | +38.1% | -46.5% | -22.7% |
| 1Y | -2.8% | +37.7% | -40.5% | -17.8% |
| 3Y | +120.8% | +179.6% | -58.9% | +28.1% |
| 5Y | +46.2% | +504.9% | -458.8% | -43.5% |
| 10Y | +123.8% | +418.6% | -294.7% | -15.7% |
| All | +726.6% | +964.3% | -237.7% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling