+2,755.1%
CLS vs EXPD
+315.7%
+2,439.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +4.6% | -1.1% | +5.7% | +5.2% |
| 30D | -13.9% | +4.1% | -18.0% | -15.2% |
| 3M | -26.6% | +17.9% | -44.5% | -32.0% |
| 6M | +15.4% | +29.2% | -13.8% | +1.4% |
| YTD | +5.7% | +27.4% | -21.7% | -7.4% |
| 1Y | +41.1% | +56.8% | -15.7% | +10.5% |
| 3Y | +1,228.6% | +68.0% | +1,160.5% | +884.7% |
| 5Y | +3,240.6% | +61.9% | +3,178.8% | +2,353.3% |
| All | +2,755.1% | +315.7% | +2,439.4% | +1,314.8% |
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