+59.9%
CME vs EXPD
+72.3%
-12.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.3% |
| 7D | -0.6% | -5.5% | +4.9% | -0.8% |
| 30D | +8.5% | -1.9% | +10.4% | +8.4% |
| 3M | +16.0% | +6.1% | +10.0% | +16.4% |
| 6M | +9.3% | +21.6% | -12.3% | +10.6% |
| YTD | +15.3% | +27.9% | -12.6% | +17.2% |
| 1Y | +14.4% | +39.4% | -25.0% | +16.9% |
| 3Y | +59.9% | +72.7% | -12.7% | +67.8% |
| All | +59.9% | +72.3% | -12.3% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling