+72.0%
EXPE vs CAI
-11.0%
+83.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | -8.7% | -5.1% | -3.6% | -8.1% |
| 30D | -13.6% | +3.9% | -17.5% | -14.2% |
| 3M | +26.6% | +40.1% | -13.4% | +20.2% |
| 6M | +19.9% | +29.7% | -9.7% | +15.2% |
| YTD | -1.7% | -10.9% | +9.2% | -2.9% |
| 1Y | +29.4% | -28.0% | +57.5% | +28.4% |
| All | +72.0% | -11.0% | +83.0% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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