+4,850.5%
CL vs EXPD
+30,859.1%
-26,008.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -2.2% | -1.1% | -1.0% | -2.0% |
| 30D | -4.8% | +4.1% | -8.9% | -5.4% |
| 3M | +4.9% | +17.9% | -13.0% | +2.4% |
| 6M | -5.7% | +29.2% | -34.9% | -9.3% |
| YTD | +14.4% | +27.4% | -13.0% | +10.0% |
| 1Y | +8.7% | +56.8% | -48.1% | +1.4% |
| 3Y | +30.0% | +68.0% | -38.1% | +19.2% |
| 5Y | +28.4% | +61.9% | -33.5% | +17.3% |
| 10Y | +50.1% | +316.0% | -265.9% | +19.7% |
| All | +4,850.5% | +30,859.1% | -26,008.6% | +2,626.2% |
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