+19,478.9%
CMI vs EXPD
+30,859.1%
-11,380.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.7% |
| 3M | -17.0% | +17.9% | -34.9% | -22.0% |
| 6M | -1.6% | +29.2% | -30.9% | -10.9% |
| YTD | +11.0% | +27.4% | -16.4% | +0.4% |
| 1Y | +41.9% | +56.8% | -14.9% | +18.6% |
| 3Y | +151.8% | +68.0% | +83.8% | +104.1% |
| 5Y | +163.6% | +61.9% | +101.7% | +113.4% |
| 10Y | +472.9% | +316.0% | +156.9% | +234.3% |
| All | +19,478.9% | +30,859.1% | -11,380.2% | +6,961.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling