+528.6%
CL vs EXPE
+769.8%
-241.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.7% | +13.7% | +1.1% |
| 7D | +5.9% | -3.6% | +9.6% | +6.2% |
| 30D | +13.8% | +4.8% | +9.0% | +13.1% |
| 3M | +6.4% | -14.6% | +21.0% | +7.6% |
| 6M | +15.6% | +10.0% | +5.7% | +14.2% |
| YTD | +27.9% | -3.3% | +31.2% | +27.1% |
| 1Y | +31.4% | +28.4% | +3.0% | +27.0% |
| 3Y | +41.4% | +145.1% | -103.7% | +26.7% |
| 5Y | +42.8% | +51.6% | -8.9% | +31.2% |
| 10Y | +79.7% | +128.8% | -49.2% | +50.5% |
| All | +528.6% | +769.8% | -241.2% | +282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling