+618.5%
CLF vs EXPD
+30,870.6%
-30,252.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.5% | -7.8% | -10.4% |
| 7D | -21.0% | -4.8% | -16.2% | -19.1% |
| 30D | -8.0% | -1.5% | -6.5% | -7.2% |
| 3M | -10.9% | +4.1% | -15.0% | -12.3% |
| 6M | +5.8% | +24.0% | -18.2% | -3.3% |
| YTD | -15.1% | +27.4% | -42.5% | -23.5% |
| 1Y | +7.2% | +38.4% | -31.1% | -6.5% |
| 3Y | -34.2% | +73.2% | -107.4% | -48.1% |
| 5Y | -49.6% | +59.9% | -109.5% | -59.0% |
| 10Y | +109.9% | +319.9% | -210.0% | +22.0% |
| All | +618.5% | +30,870.6% | -30,252.1% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling