+169.5%
CMI vs EXPD
+60.9%
+108.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | -12.5% | +4.1% | -16.6% | -13.8% |
| 3M | -16.2% | +13.8% | -30.0% | -20.5% |
| 6M | +4.9% | +27.3% | -22.4% | -5.4% |
| YTD | +11.1% | +25.4% | -14.3% | 0.0% |
| 1Y | +43.4% | +54.4% | -11.0% | +17.0% |
| 3Y | +154.1% | +67.9% | +86.2% | +96.9% |
| 5Y | +169.5% | +59.2% | +110.3% | +104.4% |
| All | +169.5% | +60.9% | +108.6% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling