+516.7%
CAH vs EXPD
+60.9%
+455.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +3.5% | +5.5% | -2.1% | +2.7% |
| 30D | +13.5% | -0.8% | +14.3% | +13.5% |
| 3M | +21.8% | +4.1% | +17.7% | +21.1% |
| 6M | +51.5% | +25.7% | +25.8% | +46.5% |
| YTD | +38.1% | +31.4% | +6.7% | +32.3% |
| 1Y | +37.7% | +42.2% | -4.5% | +30.4% |
| 3Y | +179.6% | +77.2% | +102.4% | +154.1% |
| All | +516.7% | +60.9% | +455.8% | +458.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling