-35.8%
CMI vs EXPE
+18.1%
-53.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.8% |
| 7D | +0.5% | -0.5% | +1.0% | +0.4% |
| 30D | -14.0% | -6.1% | -7.9% | -13.4% |
| 3M | -28.1% | -21.3% | -6.8% | -29.6% |
| 6M | -35.8% | +19.0% | -54.8% | -41.3% |
| All | -35.8% | +18.1% | -53.9% | -41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling