+3,303.7%
CMI vs EXPE
+723.5%
+2,580.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -14.0% | -6.1% | -7.9% | -13.2% |
| 3M | -28.1% | -21.3% | -6.8% | -23.6% |
| 6M | -35.8% | +19.0% | -54.8% | -41.6% |
| YTD | -10.5% | -8.4% | -2.1% | -13.1% |
| 1Y | -1.9% | -2.8% | +0.9% | -6.9% |
| 3Y | +121.0% | +120.8% | +0.2% | +47.8% |
| 5Y | +114.6% | +46.2% | +68.4% | +55.8% |
| 10Y | +325.5% | +123.8% | +201.6% | +121.8% |
| All | +3,303.7% | +723.5% | +2,580.1% | +486.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling