+73.9%
EXPD vs CAI
-9.3%
+83.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | -1.6% | -26.3% | +24.7% | -0.7% |
| 30D | +0.6% | -17.5% | +18.1% | +1.3% |
| 3M | +9.8% | +5.8% | +4.0% | +10.0% |
| 6M | +25.8% | +53.6% | -27.9% | +24.8% |
| YTD | +31.3% | -9.2% | +40.5% | +33.7% |
| 1Y | +40.9% | -2.7% | +43.6% | +42.8% |
| All | +73.9% | -9.3% | +83.2% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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