-18.0%
CMG vs EXPD
+75.3%
-93.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +2.5% | +5.5% | -3.1% | +1.3% |
| 30D | +15.6% | -0.8% | +16.4% | +15.6% |
| 3M | +8.2% | +4.1% | +4.0% | +7.1% |
| 6M | +9.9% | +25.7% | -15.8% | +3.8% |
| YTD | -4.6% | +31.4% | -36.1% | -11.3% |
| 1Y | +12.4% | +42.2% | -29.8% | +2.6% |
| 3Y | -18.0% | +77.2% | -95.2% | -28.7% |
| All | -18.0% | +75.3% | -93.2% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling