+16,794.2%
CAH vs EXPD
+30,172.0%
-13,377.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.7% | +1.9% |
| 7D | +8.5% | -7.2% | +15.6% | +9.9% |
| 30D | +17.0% | -3.3% | +20.3% | +17.7% |
| 3M | +14.6% | +3.4% | +11.2% | +13.7% |
| 6M | +42.5% | +22.7% | +19.8% | +36.6% |
| YTD | +33.5% | +24.5% | +8.9% | +27.0% |
| 1Y | +38.5% | +38.6% | -0.1% | +29.1% |
| 3Y | +179.0% | +71.5% | +107.5% | +146.7% |
| 5Y | +507.2% | +56.2% | +450.9% | +439.5% |
| 10Y | +448.9% | +310.5% | +138.5% | +305.7% |
| All | +16,794.2% | +30,172.0% | -13,377.8% | +7,575.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling