+121.0%
CMI vs EXPE
+121.7%
-0.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | -14.0% | -6.1% | -7.9% | -13.6% |
| 3M | -28.1% | -21.3% | -6.8% | -25.8% |
| 6M | -35.8% | +19.0% | -54.8% | -39.4% |
| YTD | -10.5% | -8.4% | -2.1% | -11.4% |
| 1Y | -1.9% | -2.8% | +0.9% | -4.5% |
| 3Y | +121.0% | +120.8% | +0.2% | +69.7% |
| All | +121.0% | +121.7% | -0.7% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling