To all the ones saying they are balanced, you guys dont seem to have used one yet...
Right now my caravans are pulling in 1.8k eachday, this is way way too much they earn themselves in just a few days and never losses.
So i would say they should die sometimes and as someone mentioned maybe make it easier to make the caravans somehow without breaking immersion, maybe send a messenger to a companion when they are back in a tavern. This will give them the money to make a caravan again. Maybe also make it so the higher trading they have the better they are at earning money, AI wise also. Better at buying and selling and so on. For me above its Hikhara the swift that has trading skill, but as its seen she is the one bringing the lowest amount of money. They should also gain levels from trading if its possible.
Hope this helps, im having alot of fun with this game