+74.6%
CLF vs EXPD
+335.0%
-260.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | +10.4% | +5.5% | +4.9% | +6.0% |
| 30D | +0.6% | -0.8% | +1.4% | +1.7% |
| 3M | +4.1% | +4.1% | 0.0% | +1.0% |
| 6M | +15.1% | +25.7% | -10.6% | -3.9% |
| YTD | -4.7% | +31.4% | -36.1% | -24.1% |
| 1Y | +20.4% | +42.2% | -21.8% | -9.9% |
| 3Y | -23.4% | +77.2% | -100.6% | -54.1% |
| 5Y | -43.3% | +61.0% | -104.3% | -63.9% |
| All | +74.6% | +335.0% | -260.4% | -56.9% |
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