+5,435.1%
CL vs EXPD
+30,870.6%
-25,435.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.5% |
| 7D | +5.9% | -4.8% | +10.7% | +6.6% |
| 30D | +13.8% | -1.5% | +15.3% | +13.9% |
| 3M | +6.4% | +4.1% | +2.3% | +5.7% |
| 6M | +15.6% | +24.0% | -8.4% | +12.0% |
| YTD | +27.9% | +27.4% | +0.5% | +22.8% |
| 1Y | +31.4% | +38.4% | -7.0% | +24.7% |
| 3Y | +41.4% | +73.2% | -31.8% | +29.0% |
| 5Y | +42.8% | +59.9% | -17.1% | +30.7% |
| 10Y | +79.7% | +319.9% | -240.3% | +43.0% |
| All | +5,435.1% | +30,870.6% | -25,435.5% | +2,945.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling