+4,120.9%
CMI vs EXPE
+851.4%
+3,269.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.4% |
| 7D | -0.7% | -9.5% | +8.8% | +2.7% |
| 30D | -13.4% | -6.6% | -6.8% | -11.8% |
| 3M | -17.0% | +31.4% | -48.4% | -25.8% |
| 6M | -1.6% | +35.2% | -36.8% | -14.2% |
| YTD | +11.0% | +5.8% | +5.2% | +4.3% |
| 1Y | +41.9% | +38.7% | +3.2% | +19.6% |
| 3Y | +151.8% | +175.8% | -24.0% | +57.0% |
| 5Y | +163.6% | +111.8% | +51.7% | +68.3% |
| 10Y | +472.9% | +179.7% | +293.2% | +178.5% |
| All | +4,120.9% | +851.4% | +3,269.4% | +603.4% |
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