-1.4%
CMS vs EXPD
+35.2%
-36.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -2.1% |
| 7D | -1.3% | -7.2% | +5.8% | -1.4% |
| 30D | +6.3% | -3.3% | +9.6% | +6.2% |
| 3M | -2.1% | +3.4% | -5.4% | -2.1% |
| 6M | -5.1% | +22.7% | -27.8% | -5.0% |
| YTD | +1.3% | +24.5% | -23.3% | -0.3% |
| 1Y | -1.4% | +38.6% | -40.0% | -6.6% |
| All | -1.4% | +35.2% | -36.6% | -6.6% |
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