+35.4%
CMS vs EXPD
+52.5%
-17.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.0% | +0.2% |
| 7D | +1.7% | -4.8% | +6.5% | +2.3% |
| 30D | +8.6% | -1.5% | +10.1% | +8.8% |
| 3M | -0.5% | +4.1% | -4.6% | -1.2% |
| 6M | -4.2% | +24.0% | -28.2% | -7.3% |
| YTD | +3.4% | +27.4% | -24.0% | -0.9% |
| 1Y | +0.4% | +38.4% | -37.9% | -5.3% |
| 3Y | +38.2% | +73.2% | -35.0% | +23.4% |
| 5Y | +35.4% | +59.9% | -24.4% | +23.1% |
| All | +35.4% | +52.5% | -17.1% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling