+140.2%
CMS vs EXPD
+335.0%
-194.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.7% | +5.5% | -3.8% | +0.6% |
| 30D | +6.2% | -0.8% | +7.0% | +6.3% |
| 3M | +0.6% | +4.1% | -3.5% | -0.4% |
| 6M | -1.8% | +25.7% | -27.4% | -6.7% |
| YTD | +3.8% | +31.4% | -27.6% | -3.0% |
| 1Y | -1.8% | +42.2% | -44.0% | -10.0% |
| 3Y | +39.8% | +77.2% | -37.4% | +19.6% |
| 5Y | +37.1% | +61.0% | -23.9% | +18.6% |
| All | +140.2% | +335.0% | -194.8% | +61.7% |
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