+728.5%
CLS vs EXPD
+72.7%
+655.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.5% | -8.6% | -11.5% |
| 7D | -27.3% | -4.8% | -22.5% | -25.8% |
| 30D | -47.0% | -1.5% | -45.5% | -46.5% |
| 3M | -43.3% | +4.1% | -47.4% | -43.7% |
| 6M | -50.8% | +24.0% | -74.8% | -53.7% |
| YTD | -30.4% | +27.4% | -57.8% | -35.6% |
| 1Y | -41.7% | +38.4% | -80.1% | -47.5% |
| All | +728.5% | +72.7% | +655.8% | +541.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling