+11.7%
CMI vs EXPE
+48.9%
-37.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +10.5% | -16.3% | -5.7% |
| 7D | -11.2% | +14.6% | -25.9% | -11.3% |
| 30D | -9.8% | +21.4% | -31.3% | -10.1% |
| 3M | -25.5% | +1.4% | -26.9% | -25.4% |
| 6M | -27.7% | +28.6% | -56.3% | -29.1% |
| YTD | -6.6% | +12.1% | -18.8% | -6.2% |
| 1Y | +11.7% | +50.0% | -38.4% | +5.2% |
| All | +11.7% | +48.9% | -37.3% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling