+36.1%
EXPD vs CAI
-6.7%
+42.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.2% | -0.1% |
| 7D | -7.4% | -25.6% | +18.2% | -6.9% |
| 30D | -2.1% | -17.7% | +15.6% | -1.6% |
| 3M | +5.7% | +4.4% | +1.3% | +6.5% |
| 6M | +21.4% | +51.3% | -29.9% | +22.6% |
| YTD | +27.6% | -9.5% | +37.1% | +31.0% |
| 1Y | +36.1% | -1.5% | +37.6% | +37.4% |
| All | +36.1% | -6.7% | +42.8% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling