+99.7%
CLF vs EXPD
+304.0%
-204.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +3.4% |
| 7D | -19.6% | -7.2% | -12.4% | -14.6% |
| 30D | -5.0% | -3.3% | -1.7% | -2.2% |
| 3M | -6.3% | +3.4% | -9.7% | -8.8% |
| 6M | +2.8% | +22.7% | -19.9% | -12.6% |
| YTD | -13.7% | +24.5% | -38.2% | -28.3% |
| 1Y | +13.6% | +38.6% | -25.1% | -13.3% |
| 3Y | -34.0% | +71.5% | -105.5% | -59.4% |
| 5Y | -48.7% | +56.2% | -105.0% | -66.7% |
| All | +99.7% | +304.0% | -204.3% | -38.2% |
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