Your water/coolant expands as it heats up under normal operation, and the relief valve in the radiator cap will allow water to pass if the pressure gets too high. Once the water cools, you'll have to top up.
Take a look at the end of the overflow line when its hot, you will find water. As mentioned, you can fit an overflow bottle, which allows a "buffer" so that the water passes out into the overflow and is the siphoned back in once the engine cools and the water contracts.
they have kits at motor parts stores.