+62.2%
EXPE vs CAI
-11.3%
+73.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.8% |
| 7D | -4.2% | -8.0% | +3.8% | -3.0% |
| 30D | -4.5% | -18.9% | +14.3% | -1.3% |
| 3M | -19.7% | +7.6% | -27.3% | -20.3% |
| 6M | +18.3% | +43.0% | -24.7% | +11.8% |
| YTD | -7.3% | -11.2% | +3.9% | -8.1% |
| 1Y | -3.9% | -3.3% | -0.6% | -5.0% |
| All | +62.2% | -11.3% | +73.4% | +62.4% |
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