+127.7%
EXPE vs CMS
+140.2%
-12.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.8% |
| 7D | -0.5% | +1.7% | -2.2% | -1.1% |
| 30D | -6.1% | +6.2% | -12.3% | -8.0% |
| 3M | -21.3% | +0.6% | -21.9% | -21.4% |
| 6M | +19.0% | -1.8% | +20.8% | +19.7% |
| YTD | -8.4% | +3.8% | -12.3% | -10.4% |
| 1Y | -2.8% | -1.8% | -1.0% | -3.0% |
| 3Y | +120.8% | +39.8% | +80.9% | +89.5% |
| 5Y | +46.2% | +37.1% | +9.1% | +24.2% |
| All | +127.7% | +140.2% | -12.6% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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