+459.7%
CMS vs EXPD
+30,859.1%
-30,399.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | -3.6% | +4.1% | -7.7% | -4.2% |
| 3M | -1.9% | +17.9% | -19.8% | -4.5% |
| 6M | -11.0% | +29.2% | -40.2% | -14.6% |
| YTD | +0.2% | +27.4% | -27.2% | -4.0% |
| 1Y | -1.3% | +56.8% | -58.1% | -8.6% |
| 3Y | +35.9% | +68.0% | -32.1% | +23.6% |
| 5Y | +23.1% | +61.9% | -38.8% | +11.5% |
| 10Y | +117.9% | +316.0% | -198.1% | +69.5% |
| All | +459.7% | +30,859.1% | -30,399.4% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling