-17.9%
CLS vs EXPD
+40.4%
-58.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.2% |
| 7D | +16.3% | +5.5% | +10.8% | +14.3% |
| 30D | -25.7% | -0.8% | -24.9% | -25.2% |
| 3M | -30.9% | +4.1% | -35.0% | -31.2% |
| 6M | -35.5% | +25.7% | -61.2% | -37.6% |
| YTD | -18.7% | +31.4% | -50.1% | -25.0% |
| 1Y | -17.9% | +42.2% | -60.1% | -27.7% |
| All | -17.9% | +40.4% | -58.3% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling