+70.6%
EXPE vs CAI
-8.1%
+78.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.9% | -7.8% |
| 7D | -9.8% | +0.2% | -9.9% | -9.8% |
| 30D | -11.5% | +9.1% | -20.6% | -12.7% |
| 3M | +21.7% | +53.8% | -32.1% | +13.8% |
| 6M | +10.4% | +33.5% | -23.1% | +5.7% |
| YTD | -2.5% | -8.0% | +5.5% | -4.1% |
| 1Y | +27.3% | -28.7% | +56.0% | +26.2% |
| All | +70.6% | -8.1% | +78.6% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling