+4,100.0%
CMG vs EXPE
+796.1%
+3,303.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -2.8% | -9.5% | +6.7% | -0.2% |
| 30D | +7.1% | -6.6% | +13.8% | +9.0% |
| 3M | +31.2% | +31.4% | -0.2% | +21.0% |
| 6M | +0.7% | +35.2% | -34.5% | -8.3% |
| YTD | -0.1% | +5.8% | -5.9% | -3.9% |
| 1Y | -10.7% | +38.7% | -49.4% | -20.9% |
| 3Y | -4.7% | +175.8% | -180.5% | -33.1% |
| 5Y | -3.8% | +111.8% | -115.6% | -30.1% |
| 10Y | +352.5% | +179.7% | +172.8% | +172.0% |
| All | +4,100.0% | +796.1% | +3,303.9% | +1,078.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling