+115.5%
EXPE vs CMS
+125.4%
-9.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.7% | -4.1% |
| 7D | -9.3% | -1.3% | -8.0% | -8.8% |
| 30D | +0.1% | +6.3% | -6.2% | -1.8% |
| 3M | -15.3% | -2.1% | -13.3% | -14.6% |
| 6M | +5.5% | -5.1% | +10.6% | +7.5% |
| YTD | -8.0% | +1.3% | -9.2% | -9.1% |
| 1Y | +18.9% | -1.4% | +20.3% | +18.6% |
| 3Y | +135.5% | +36.9% | +98.6% | +103.8% |
| 5Y | +44.3% | +32.5% | +11.7% | +24.2% |
| All | +115.5% | +125.4% | -9.9% | +80.2% |
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