+1,751.5%
CLS vs EXPD
+334.2%
+1,417.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.2% | +6.6% |
| 7D | -10.6% | -5.5% | -5.1% | -7.7% |
| 30D | -38.4% | -1.9% | -36.6% | -37.6% |
| 3M | -29.9% | +6.1% | -35.9% | -31.5% |
| 6M | -40.6% | +21.6% | -62.3% | -45.8% |
| YTD | -24.6% | +27.9% | -52.5% | -33.9% |
| 1Y | -30.8% | +39.4% | -70.2% | -41.8% |
| 3Y | +811.7% | +72.7% | +739.1% | +567.0% |
| 5Y | +1,838.4% | +60.3% | +1,778.1% | +1,338.3% |
| 10Y | +1,751.5% | +332.6% | +1,418.9% | +855.6% |
| All | +1,751.5% | +334.2% | +1,417.3% | +855.6% |
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