+421.5%
CAH vs EXPD
+334.2%
+87.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.2% |
| 7D | +7.8% | -5.5% | +13.3% | +9.5% |
| 30D | +15.5% | -1.9% | +17.3% | +15.9% |
| 3M | +16.3% | +6.1% | +10.2% | +13.9% |
| 6M | +50.0% | +21.6% | +28.4% | +40.6% |
| YTD | +34.7% | +27.9% | +6.8% | +23.3% |
| 1Y | +35.9% | +39.4% | -3.4% | +20.9% |
| 3Y | +178.5% | +72.7% | +105.8% | +125.0% |
| 5Y | +515.7% | +60.3% | +455.4% | +399.6% |
| 10Y | +421.5% | +332.6% | +88.9% | +167.8% |
| All | +421.5% | +334.2% | +87.3% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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