+37.6%
CL vs EXPD
+68.8%
-31.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.0% |
| 7D | +1.3% | -7.2% | +8.5% | +1.8% |
| 30D | +11.4% | -3.3% | +14.6% | +11.5% |
| 3M | +4.4% | +3.4% | +1.0% | +4.0% |
| 6M | +10.8% | +22.7% | -11.9% | +8.7% |
| YTD | +25.1% | +24.5% | +0.6% | +21.9% |
| 1Y | +28.0% | +38.6% | -10.7% | +22.8% |
| 3Y | +37.6% | +71.5% | -33.9% | +26.1% |
| All | +37.6% | +68.8% | -31.2% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling