+285.1%
CME vs EXPD
+314.6%
-29.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -1.6% | -1.1% | -0.4% | -1.3% |
| 30D | +6.2% | +4.1% | +2.2% | +5.3% |
| 3M | +10.4% | +17.9% | -7.5% | +6.4% |
| 6M | -9.5% | +29.2% | -38.8% | -14.8% |
| YTD | +6.0% | +27.4% | -21.3% | -0.4% |
| 1Y | +9.3% | +56.8% | -47.6% | -2.9% |
| 3Y | +57.7% | +68.0% | -10.4% | +34.4% |
| 5Y | +77.7% | +61.9% | +15.8% | +50.2% |
| All | +285.1% | +314.6% | -29.4% | +123.7% |
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