+7,451.3%
CME vs EXPD
+1,341.7%
+6,109.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.1% | +1.4% |
| 7D | +3.7% | -4.8% | +8.4% | +5.5% |
| 30D | +13.7% | -1.5% | +15.2% | +14.2% |
| 3M | +16.6% | +4.1% | +12.5% | +14.4% |
| 6M | +8.2% | +24.0% | -15.8% | -1.3% |
| YTD | +16.3% | +27.4% | -11.1% | +3.4% |
| 1Y | +19.1% | +38.4% | -19.3% | +2.1% |
| 3Y | +67.4% | +73.2% | -5.8% | +25.8% |
| 5Y | +71.0% | +59.9% | +11.1% | +28.7% |
| 10Y | +338.9% | +319.9% | +19.0% | +102.2% |
| All | +7,451.3% | +1,341.7% | +6,109.6% | +2,223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling