+29.5%
CL vs EXPD
+40.4%
-10.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.8% |
| 7D | +3.2% | +5.5% | -2.3% | +3.3% |
| 30D | +8.0% | -0.8% | +8.8% | +7.9% |
| 3M | +7.9% | +4.1% | +3.7% | +7.8% |
| 6M | +14.7% | +25.7% | -10.9% | +15.0% |
| YTD | +29.2% | +31.4% | -2.2% | +26.9% |
| 1Y | +29.5% | +42.2% | -12.6% | +23.3% |
| All | +29.5% | +40.4% | -10.9% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling