+125.4%
EXPE vs CMS
+137.8%
-12.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -17.8% | -1.1% | -16.6% | -17.4% |
| 30D | -3.2% | +6.6% | -9.8% | -5.3% |
| 3M | -19.0% | +0.8% | -19.8% | -19.1% |
| 6M | +17.7% | -3.3% | +21.1% | +19.1% |
| YTD | -7.8% | +2.7% | -10.5% | -9.4% |
| 1Y | -1.4% | -4.0% | +2.7% | -0.6% |
| 3Y | +121.9% | +37.6% | +84.3% | +91.7% |
| 5Y | +44.3% | +35.4% | +8.8% | +23.2% |
| 10Y | +125.4% | +136.0% | -10.6% | +88.1% |
| All | +125.4% | +137.8% | -12.3% | +88.1% |
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