+10.9%
CMG vs EXPD
+53.8%
-42.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +9.1% | +6.4% |
| 7D | +22.5% | +0.3% | +22.2% | +22.3% |
| 30D | +14.1% | +1.8% | +12.3% | +13.5% |
| 3M | +4.1% | +8.9% | -4.9% | +2.2% |
| 6M | +10.1% | +42.2% | -32.2% | -0.2% |
| YTD | -4.9% | +33.4% | -38.2% | -13.0% |
| 1Y | +10.9% | +47.2% | -36.3% | -5.4% |
| All | +10.9% | +53.8% | -42.9% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling