+15,232.8%
CAH vs EXPD
+30,859.1%
-15,626.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +5.4% | -1.1% | +6.5% | +5.6% |
| 30D | +3.3% | +4.1% | -0.8% | +2.5% |
| 3M | +22.8% | +17.9% | +4.9% | +18.8% |
| 6M | +11.3% | +29.2% | -18.0% | +5.6% |
| YTD | +21.1% | +27.4% | -6.2% | +14.9% |
| 1Y | +67.2% | +56.8% | +10.4% | +52.2% |
| 3Y | +195.6% | +68.0% | +127.6% | +162.6% |
| 5Y | +413.8% | +61.9% | +352.0% | +353.6% |
| 10Y | +309.6% | +316.0% | -6.4% | +202.2% |
| All | +15,232.8% | +30,859.1% | -15,626.3% | +6,845.1% |
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 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