+696.9%
CLF vs EXPD
+30,859.1%
-30,162.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | +7.6% | -1.1% | +8.7% | +8.0% |
| 30D | -1.2% | +4.1% | -5.3% | -2.8% |
| 3M | -13.4% | +17.9% | -31.3% | -19.2% |
| 6M | +15.4% | +29.2% | -13.8% | +3.2% |
| YTD | -5.9% | +27.4% | -33.2% | -15.2% |
| 1Y | +18.8% | +56.8% | -38.0% | -2.8% |
| 3Y | -19.4% | +68.0% | -87.4% | -35.8% |
| 5Y | -47.7% | +61.9% | -109.6% | -57.8% |
| 10Y | +130.4% | +316.0% | -185.6% | +34.2% |
| All | +696.9% | +30,859.1% | -30,162.2% | +206.3% |
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