+166.6%
CMI vs EXPE
+87.4%
+79.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.7% | -11.5% | +12.2% | +3.3% |
| 30D | -12.3% | -13.1% | +0.8% | -9.9% |
| 3M | -16.8% | +18.1% | -34.9% | -21.0% |
| 6M | +1.5% | +13.3% | -11.7% | -3.2% |
| YTD | +9.8% | -3.2% | +13.0% | +7.8% |
| 1Y | +42.6% | +26.1% | +16.4% | +29.6% |
| 3Y | +151.0% | +151.7% | -0.7% | +84.7% |
| All | +166.6% | +87.4% | +79.2% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling