+41.9%
CMI vs EXPE
+40.7%
+1.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +2.8% |
| 7D | -0.7% | -9.5% | +8.8% | -0.5% |
| 30D | -13.4% | -6.6% | -6.8% | -13.3% |
| 3M | -17.0% | +31.4% | -48.4% | -19.1% |
| 6M | -1.6% | +35.2% | -36.8% | -5.1% |
| YTD | +11.0% | +5.8% | +5.2% | +11.0% |
| 1Y | +41.9% | +38.7% | +3.2% | +36.7% |
| All | +41.9% | +40.7% | +1.2% | +36.7% |
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