+65.0%
EXPD vs CAI
-6.6%
+71.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.2% |
| 7D | -7.2% | -26.5% | +19.3% | -6.4% |
| 30D | -3.3% | -6.9% | +3.6% | -2.9% |
| 3M | +3.4% | +26.1% | -22.8% | +3.2% |
| 6M | +22.7% | +31.9% | -9.2% | +22.4% |
| YTD | +24.5% | -6.5% | +31.0% | +26.7% |
| 1Y | +38.6% | +2.5% | +36.1% | +40.1% |
| All | +65.0% | -6.6% | +71.5% | +70.5% |
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