+1,628.1%
CLS vs EXPD
+304.0%
+1,324.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.6% |
| 7D | -22.2% | -7.2% | -15.0% | -19.1% |
| 30D | -44.4% | -3.3% | -41.1% | -43.3% |
| 3M | -34.3% | +3.4% | -37.7% | -35.1% |
| 6M | -50.1% | +22.7% | -72.8% | -54.7% |
| YTD | -30.1% | +24.5% | -54.6% | -38.0% |
| 1Y | -39.3% | +38.6% | -78.0% | -48.9% |
| 3Y | +732.7% | +71.5% | +661.2% | +510.5% |
| 5Y | +1,777.2% | +56.2% | +1,721.0% | +1,310.4% |
| All | +1,628.1% | +304.0% | +1,324.1% | +804.1% |
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