+80.4%
CLF vs EXPD
+336.9%
-256.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.0% |
| 7D | +16.0% | +3.6% | +12.4% | +12.9% |
| 30D | +1.6% | +0.3% | +1.4% | +1.9% |
| 3M | +6.7% | +6.1% | +0.6% | +2.1% |
| 6M | +21.1% | +27.4% | -6.2% | +0.1% |
| YTD | -1.6% | +32.0% | -33.6% | -21.8% |
| 1Y | +18.5% | +40.5% | -22.0% | -10.5% |
| 3Y | -21.0% | +75.7% | -96.7% | -52.3% |
| 5Y | -41.4% | +61.7% | -103.1% | -62.8% |
| All | +80.4% | +336.9% | -256.5% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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