+156.2%
CMI vs EXPD
+69.2%
+87.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.5% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | -13.4% | +4.1% | -17.5% | -14.6% |
| 3M | -17.0% | +17.9% | -34.9% | -21.7% |
| 6M | -1.6% | +29.2% | -30.9% | -10.7% |
| YTD | +11.0% | +27.4% | -16.4% | +0.4% |
| 1Y | +41.9% | +56.8% | -14.9% | +16.2% |
| All | +156.2% | +69.2% | +87.0% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling