-1.5%
CMG vs EXPD
+61.0%
-62.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +3.0% |
| 7D | +8.6% | -5.5% | +14.1% | +10.4% |
| 30D | +13.1% | -1.9% | +15.0% | +13.7% |
| 3M | +9.0% | +6.1% | +2.9% | +6.7% |
| 6M | +10.0% | +21.6% | -11.6% | +2.4% |
| YTD | -3.4% | +27.9% | -31.3% | -12.2% |
| 1Y | +16.8% | +39.4% | -22.6% | +2.9% |
| 3Y | -14.7% | +72.7% | -87.4% | -32.6% |
| 5Y | -1.5% | +60.3% | -61.8% | -20.9% |
| All | -1.5% | +61.0% | -62.5% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling