+1,225.8%
CLS vs EXPD
+68.7%
+1,157.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +4.6% | -1.1% | +5.7% | +5.0% |
| 30D | -13.9% | +4.1% | -18.0% | -14.8% |
| 3M | -26.6% | +17.9% | -44.5% | -30.2% |
| 6M | +15.4% | +29.2% | -13.8% | +5.9% |
| YTD | +5.7% | +27.4% | -21.7% | -3.1% |
| 1Y | +41.1% | +56.8% | -15.7% | +18.9% |
| All | +1,225.8% | +68.7% | +1,157.1% | +917.6% |
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