-35.1%
CLF vs EXPD
+72.7%
-107.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.5% | -7.8% | -9.8% |
| 7D | -21.0% | -4.8% | -16.2% | -18.5% |
| 30D | -8.0% | -1.5% | -6.5% | -6.8% |
| 3M | -10.9% | +4.1% | -15.0% | -12.6% |
| 6M | +5.8% | +24.0% | -18.2% | -5.7% |
| YTD | -15.1% | +27.4% | -42.5% | -25.4% |
| 1Y | +7.2% | +38.4% | -31.1% | -9.7% |
| All | -35.1% | +72.7% | -107.8% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling