+114.3%
CMI vs EXPD
+60.8%
+53.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -9.3% | -7.4% | -1.9% | -6.4% |
| 30D | -13.2% | -2.1% | -11.1% | -12.4% |
| 3M | -28.2% | +5.7% | -33.9% | -29.7% |
| 6M | -32.7% | +21.4% | -54.1% | -37.9% |
| YTD | -10.1% | +27.6% | -37.7% | -19.8% |
| 1Y | -4.9% | +36.1% | -41.0% | -17.5% |
| 3Y | +120.4% | +69.9% | +50.5% | +69.0% |
| 5Y | +114.3% | +59.7% | +54.6% | +58.8% |
| All | +114.3% | +60.8% | +53.5% | +58.8% |
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