+74.8%
EXPD vs CAI
-11.3%
+86.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +0.6% |
| 7D | +3.6% | -8.0% | +11.6% | +3.9% |
| 30D | +0.3% | -18.9% | +19.1% | +1.0% |
| 3M | +6.1% | +7.6% | -1.6% | +6.3% |
| 6M | +27.4% | +43.0% | -15.6% | +26.7% |
| YTD | +32.0% | -11.2% | +43.2% | +34.5% |
| 1Y | +40.5% | -3.3% | +43.8% | +42.4% |
| All | +74.8% | -11.3% | +86.1% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling