+14.1%
CME vs EXPE
-0.5%
+14.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | -13.3% | +12.8% | -0.7% |
| 30D | +8.5% | -5.5% | +14.0% | +8.7% |
| 3M | +16.0% | -16.5% | +32.5% | +15.6% |
| 6M | +9.3% | +13.1% | -3.7% | +11.3% |
| YTD | +15.3% | -8.0% | +23.3% | +16.3% |
| All | +14.1% | -0.5% | +14.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling