+60.3%
EXPE vs CAI
-14.7%
+74.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.6% |
| 7D | -0.5% | -8.7% | +8.2% | +0.9% |
| 30D | -6.1% | -23.8% | +17.8% | -2.0% |
| 3M | -21.3% | +3.9% | -25.2% | -21.5% |
| 6M | +19.0% | +56.8% | -37.8% | +10.6% |
| YTD | -8.4% | -14.6% | +6.2% | -8.6% |
| 1Y | -2.8% | -5.2% | +2.4% | -3.5% |
| All | +60.3% | -14.7% | +74.9% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling