+104.9%
EXPE vs CMS
+23.4%
+81.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.5% | +0.4% | -9.9% | -9.6% |
| 30D | -6.6% | -3.6% | -3.0% | -5.9% |
| 3M | +31.4% | -1.9% | +33.3% | +32.1% |
| 6M | +35.2% | -11.0% | +46.2% | +38.4% |
| YTD | +5.8% | +0.2% | +5.6% | +4.9% |
| 1Y | +38.7% | -1.3% | +40.0% | +38.0% |
| 3Y | +175.8% | +35.9% | +139.8% | +148.7% |
| All | +104.9% | +23.4% | +81.5% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling