+72.5%
CME vs EXPD
+60.8%
+11.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +1.7% | -7.4% | +9.1% | +2.1% |
| 30D | +10.2% | -2.1% | +12.3% | +10.3% |
| 3M | +17.8% | +5.7% | +12.1% | +17.4% |
| 6M | +11.0% | +21.4% | -10.4% | +9.6% |
| YTD | +17.0% | +27.6% | -10.6% | +14.9% |
| 1Y | +15.8% | +36.1% | -20.3% | +13.1% |
| 3Y | +61.8% | +69.9% | -8.1% | +52.7% |
| 5Y | +72.5% | +59.7% | +12.8% | +66.4% |
| All | +72.5% | +60.8% | +11.7% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling