+80.1%
CLF vs EXPD
+334.2%
-254.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.7% | +4.3% | +4.9% |
| 7D | -14.1% | -5.5% | -8.6% | -9.9% |
| 30D | -5.5% | -1.9% | -3.7% | -3.7% |
| 3M | 0.0% | +6.1% | -6.1% | -4.5% |
| 6M | +11.3% | +21.6% | -10.4% | -4.8% |
| YTD | -7.7% | +27.9% | -35.6% | -24.9% |
| 1Y | +17.5% | +39.4% | -21.8% | -10.7% |
| 3Y | -25.4% | +72.7% | -98.1% | -54.4% |
| 5Y | -46.0% | +60.3% | -106.3% | -65.7% |
| 10Y | +80.1% | +332.6% | -252.5% | -56.5% |
| All | +80.1% | +334.2% | -254.1% | -56.5% |
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