+495.9%
CMI vs EXPD
+324.8%
+171.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +0.8% | +1.2% | -0.3% | +0.2% |
| 30D | -12.8% | +6.8% | -19.6% | -15.6% |
| 3M | -12.4% | +14.9% | -27.4% | -18.8% |
| 6M | -0.9% | +34.6% | -35.5% | -15.7% |
| YTD | +8.9% | +27.7% | -18.8% | -6.0% |
| 1Y | +37.7% | +57.7% | -20.0% | +5.1% |
| 3Y | +148.9% | +70.9% | +77.9% | +78.4% |
| 5Y | +164.4% | +59.5% | +104.9% | +91.5% |
| All | +495.9% | +324.8% | +171.2% | +151.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling