+61.4%
EXPE vs CAI
-9.3%
+70.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | -17.8% | -26.3% | +8.5% | -13.8% |
| 30D | -3.2% | -17.5% | +14.3% | -0.2% |
| 3M | -19.0% | +5.8% | -24.8% | -19.5% |
| 6M | +17.7% | +53.6% | -35.9% | +9.8% |
| YTD | -7.8% | -9.2% | +1.5% | -8.8% |
| 1Y | -1.4% | -2.7% | +1.3% | -2.8% |
| All | +61.4% | -9.3% | +70.7% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling