+118.5%
EXPE vs CMS
+127.7%
-9.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -13.3% | -0.9% | -12.4% | -12.9% |
| 30D | -5.5% | +7.1% | -12.6% | -7.6% |
| 3M | -16.5% | -1.3% | -15.2% | -16.0% |
| 6M | +13.1% | -2.7% | +15.7% | +14.2% |
| YTD | -8.0% | +2.6% | -10.6% | -9.6% |
| 1Y | +1.1% | -2.0% | +3.1% | +1.0% |
| 3Y | +131.2% | +39.6% | +91.5% | +98.5% |
| 5Y | +39.8% | +35.3% | +4.4% | +19.4% |
| 10Y | +118.5% | +132.3% | -13.9% | +82.4% |
| All | +118.5% | +127.7% | -9.2% | +82.4% |
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