-17.5%
CLF vs EXPD
+68.7%
-86.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | +7.6% | -1.1% | +8.7% | +8.2% |
| 30D | -1.2% | +4.1% | -5.3% | -3.3% |
| 3M | -13.4% | +17.9% | -31.3% | -20.8% |
| 6M | +15.4% | +29.2% | -13.8% | -0.2% |
| YTD | -5.9% | +27.4% | -33.2% | -17.4% |
| 1Y | +18.8% | +56.8% | -38.0% | -8.1% |
| All | -17.5% | +68.7% | -86.3% | -38.5% |
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 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