-5.7%
CMG vs EXPE
+89.3%
-94.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | -6.5% | -11.5% | +5.0% | -3.7% |
| 30D | +12.1% | -13.1% | +25.2% | +15.8% |
| 3M | +20.6% | +18.1% | +2.4% | +14.6% |
| 6M | +2.1% | +13.3% | -11.2% | -2.2% |
| YTD | -2.6% | -3.2% | +0.6% | -4.0% |
| 1Y | -8.7% | +26.1% | -34.8% | -16.9% |
| 3Y | -7.4% | +151.7% | -159.1% | -33.6% |
| 5Y | -5.7% | +88.3% | -94.0% | -26.5% |
| All | -5.7% | +89.3% | -94.9% | -26.5% |
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