+323.6%
CMG vs EXPD
+308.0%
+15.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -1.5% | -0.9% | -0.5% | -1.2% |
| 30D | +12.7% | +4.1% | +8.7% | +11.1% |
| 3M | +26.3% | +13.8% | +12.5% | +19.8% |
| 6M | +4.5% | +27.3% | -22.8% | -5.4% |
| YTD | -0.1% | +25.4% | -25.5% | -9.5% |
| 1Y | -6.8% | +54.4% | -61.2% | -22.5% |
| 3Y | -5.0% | +67.9% | -72.9% | -25.3% |
| 5Y | -3.0% | +59.2% | -62.2% | -23.7% |
| 10Y | +323.6% | +308.6% | +15.0% | +116.5% |
| All | +323.6% | +308.0% | +15.6% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling