+76.3%
CL vs EXPE
+119.8%
-43.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +0.5% | -13.3% | +13.8% | +1.4% |
| 30D | +11.6% | -5.5% | +17.1% | +11.9% |
| 3M | +5.6% | -16.5% | +22.1% | +6.7% |
| 6M | +13.2% | +13.1% | +0.1% | +12.1% |
| YTD | +26.9% | -8.0% | +34.9% | +26.9% |
| 1Y | +27.3% | +1.1% | +26.2% | +26.4% |
| 3Y | +39.7% | +131.2% | -91.4% | +29.5% |
| 5Y | +41.3% | +39.8% | +1.6% | +34.2% |
| 10Y | +76.3% | +118.5% | -42.2% | +48.2% |
| All | +76.3% | +119.8% | -43.5% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling