-4.1%
CMG vs EXPE
+46.0%
-50.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +15.6% | -6.1% | +21.7% | +16.9% |
| 3M | +8.2% | -21.3% | +29.5% | +14.1% |
| 6M | +9.9% | +19.0% | -9.1% | +3.2% |
| YTD | -4.6% | -8.4% | +3.8% | -5.3% |
| 1Y | +12.4% | -2.8% | +15.2% | +9.6% |
| 3Y | -18.0% | +120.8% | -138.7% | -40.2% |
| All | -4.1% | +46.0% | -50.1% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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