-2.8%
CMS vs EXPD
+39.4%
-42.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.5% | -7.4% | +7.9% | +0.3% |
| 30D | +7.4% | -2.1% | +9.5% | +7.3% |
| 3M | +1.9% | +5.7% | -3.8% | +1.9% |
| 6M | -2.3% | +21.4% | -23.7% | -2.0% |
| YTD | +3.0% | +27.6% | -24.7% | +2.1% |
| 1Y | -2.8% | +36.1% | -38.9% | -5.2% |
| All | -2.8% | +39.4% | -42.2% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling