+855.0%
EXPE vs CAH
+833.7%
+21.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -9.5% | +5.4% | -14.9% | -11.7% |
| 30D | -6.6% | +3.3% | -10.0% | -8.1% |
| 3M | +31.4% | +22.8% | +8.6% | +19.4% |
| 6M | +35.2% | +11.3% | +23.9% | +27.5% |
| YTD | +5.8% | +21.1% | -15.3% | -5.0% |
| 1Y | +38.7% | +67.2% | -28.6% | +5.7% |
| 3Y | +175.8% | +195.6% | -19.8% | +55.4% |
| 5Y | +111.8% | +413.8% | -302.0% | -11.8% |
| 10Y | +179.7% | +309.6% | -129.9% | +17.9% |
| All | +855.0% | +833.7% | +21.3% | +114.5% |
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