+30.9%
CL vs EXPE
+176.2%
-145.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | -2.2% | -9.5% | +7.3% | -1.9% |
| 30D | -4.8% | -6.6% | +1.8% | -4.6% |
| 3M | +4.9% | +31.4% | -26.5% | +4.3% |
| 6M | -5.7% | +35.2% | -40.9% | -6.4% |
| YTD | +14.4% | +5.8% | +8.6% | +14.2% |
| 1Y | +8.7% | +38.7% | -29.9% | +7.4% |
| All | +30.9% | +176.2% | -145.4% | +25.8% |
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 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