+293.7%
CAH vs EXPD
+308.0%
-14.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | +1.7% | +4.1% | -2.3% | +0.4% |
| 3M | +17.9% | +13.8% | +4.1% | +13.1% |
| 6M | +10.9% | +27.3% | -16.3% | +2.5% |
| YTD | +17.9% | +25.4% | -7.6% | +8.7% |
| 1Y | +61.7% | +54.4% | +7.3% | +39.1% |
| 3Y | +183.7% | +67.9% | +115.9% | +131.5% |
| 5Y | +401.3% | +59.2% | +342.2% | +306.3% |
| 10Y | +293.7% | +308.6% | -14.9% | +114.0% |
| All | +293.7% | +308.0% | -14.3% | +114.0% |
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