+132.3%
CMS vs EXPD
+334.2%
-201.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | 0.0% |
| 7D | -0.9% | -5.5% | +4.6% | +0.2% |
| 30D | +7.1% | -1.9% | +9.0% | +7.4% |
| 3M | -1.3% | +6.1% | -7.4% | -2.7% |
| 6M | -2.7% | +21.6% | -24.3% | -6.9% |
| YTD | +2.6% | +27.9% | -25.3% | -3.6% |
| 1Y | -2.0% | +39.4% | -41.4% | -9.8% |
| 3Y | +39.6% | +72.7% | -33.0% | +20.2% |
| 5Y | +35.3% | +60.3% | -25.0% | +17.1% |
| 10Y | +132.3% | +332.6% | -200.2% | +61.5% |
| All | +132.3% | +334.2% | -201.8% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling