+730.7%
EXPE vs CMS
+751.8%
-21.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.7% | -3.7% |
| 7D | -9.3% | -1.3% | -8.0% | -8.5% |
| 30D | +0.1% | +6.3% | -6.2% | -2.8% |
| 3M | -15.3% | -2.1% | -13.3% | -14.3% |
| 6M | +5.5% | -5.1% | +10.6% | +8.3% |
| YTD | -8.0% | +1.3% | -9.2% | -9.6% |
| 1Y | +18.9% | -1.4% | +20.3% | +18.5% |
| 3Y | +135.5% | +36.9% | +98.6% | +92.5% |
| 5Y | +44.3% | +32.5% | +11.7% | +17.0% |
| 10Y | +117.7% | +126.8% | -9.0% | +21.4% |
| All | +730.7% | +751.8% | -21.1% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling