+73.4%
CL vs EXPE
+115.0%
-41.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.8% |
| 7D | +1.3% | -9.3% | +10.7% | +1.9% |
| 30D | +11.4% | +0.1% | +11.2% | +11.3% |
| 3M | +4.4% | -15.3% | +19.7% | +5.4% |
| 6M | +10.8% | +5.5% | +5.3% | +10.2% |
| YTD | +25.1% | -8.0% | +33.1% | +25.1% |
| 1Y | +28.0% | +18.9% | +9.1% | +25.5% |
| 3Y | +37.6% | +135.5% | -97.9% | +27.4% |
| 5Y | +39.7% | +44.3% | -4.6% | +32.2% |
| All | +73.4% | +115.0% | -41.6% | +45.8% |
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