+37.4%
CMI vs EXPE
+30.8%
+6.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.2% |
| 7D | -0.7% | -5.8% | +5.1% | -0.6% |
| 30D | -12.4% | -13.6% | +1.2% | -12.1% |
| 3M | -14.8% | +25.2% | -40.0% | -16.9% |
| 6M | +0.8% | +22.3% | -21.6% | -2.0% |
| YTD | +10.2% | -0.3% | +10.5% | +10.3% |
| 1Y | +37.4% | +27.8% | +9.6% | +32.0% |
| All | +37.4% | +30.8% | +6.6% | +32.0% |
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