+328.9%
CME vs EXPD
+304.0%
+24.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | 0.0% |
| 7D | +0.9% | -7.2% | +8.1% | +2.4% |
| 30D | +13.2% | -3.3% | +16.4% | +13.9% |
| 3M | +16.3% | +3.4% | +12.9% | +15.3% |
| 6M | +7.1% | +22.7% | -15.6% | +2.1% |
| YTD | +15.8% | +24.5% | -8.7% | +9.2% |
| 1Y | +17.1% | +38.6% | -21.6% | +7.3% |
| 3Y | +63.2% | +71.5% | -8.3% | +37.8% |
| 5Y | +70.2% | +56.2% | +14.0% | +45.6% |
| All | +328.9% | +304.0% | +24.8% | +150.9% |
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