+4,100.0%
CMG vs EXPD
+599.2%
+3,500.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | -2.8% | -1.1% | -1.7% | -2.4% |
| 30D | +7.1% | +4.1% | +3.1% | +5.2% |
| 3M | +31.2% | +17.9% | +13.3% | +21.2% |
| 6M | +0.7% | +29.2% | -28.5% | -11.1% |
| YTD | -0.1% | +27.4% | -27.5% | -11.8% |
| 1Y | -10.7% | +56.8% | -67.6% | -28.7% |
| 3Y | -4.7% | +68.0% | -72.7% | -27.9% |
| 5Y | -3.8% | +61.9% | -65.6% | -27.6% |
| 10Y | +352.5% | +316.0% | +36.5% | +109.9% |
| All | +4,100.0% | +599.2% | +3,500.8% | +1,194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling