+300.3%
CME vs EXPD
+336.9%
-36.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.7% | +3.6% | -0.9% | +1.9% |
| 30D | +13.5% | +0.3% | +13.2% | +13.3% |
| 3M | +20.9% | +6.1% | +14.8% | +19.2% |
| 6M | +11.5% | +27.4% | -15.9% | +5.5% |
| YTD | +19.5% | +32.0% | -12.5% | +11.2% |
| 1Y | +17.2% | +40.5% | -23.3% | +7.3% |
| 3Y | +65.1% | +75.7% | -10.6% | +39.2% |
| 5Y | +73.1% | +61.7% | +11.4% | +47.6% |
| All | +300.3% | +336.9% | -36.7% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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