Relativistic heavy-ion collisions enable the creation of hot and dense strongly interacting matter over a wide temperature and densities in the laboratory. The Compressed Baryonic Matter (CBM) experiment which is currently under realization at Facility for Anti-proton and Ion Research (FAIR) accelerator complex in Darmstadt, Germany aims at the investigation of the QCD phase diagram in the region of moderate temperatures and high net-baryon densities. The fundamental questions to be studied include the chiral and deconfinement phase transition at high baryon densities, the location of the critical end point, the Equation of State (EOS) of highly compressed hadronic matter and the in-medium properties of hadrons. The FAIR accelerator SIS100 will provide high-intensity heavy-ion beams up to Au ions in the beam kinetic energy range 2A GeV to 11A GeV. The CBM detector setup is designed as a universal instrument, to measure both bulk observables with large acceptance and rare diagnostic probes such as multi-strange hadrons, charmed particles (D mesons, and charmonia) and low mass vector mesons decaying into lepton pairs. The experimental challenges are high particle occupancies and data rates in the environment of unprecedented interaction rates of up to 10 MHz. Particular technological challenges are the operation of the detectors at very high particle intensities and handling of very high data rates. The foreseen contribution will discuss the major physics goals of the CBM experiment, the related observables and their physics performance studies with the designed detector setup.