+40.7%
CL vs EXPE
+142.8%
-102.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.7% | +13.7% | +0.6% |
| 7D | +5.9% | -3.6% | +9.6% | +6.1% |
| 30D | +13.8% | +4.8% | +9.0% | +13.5% |
| 3M | +6.4% | -14.6% | +21.0% | +7.0% |
| 6M | +15.6% | +10.0% | +5.7% | +15.4% |
| YTD | +27.9% | -3.3% | +31.2% | +28.0% |
| 1Y | +31.4% | +28.4% | +3.0% | +29.8% |
| All | +40.7% | +142.8% | -102.1% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling