+3,231.7%
CLS vs EXPD
+4,542.2%
-1,310.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +4.6% | -1.1% | +5.7% | +5.1% |
| 30D | -13.9% | +4.1% | -18.0% | -15.1% |
| 3M | -26.6% | +17.9% | -44.5% | -31.7% |
| 6M | +15.4% | +29.2% | -13.8% | +2.2% |
| YTD | +5.7% | +27.4% | -21.7% | -6.6% |
| 1Y | +41.1% | +56.8% | -15.7% | +12.8% |
| 3Y | +1,228.6% | +68.0% | +1,160.5% | +917.2% |
| 5Y | +3,240.6% | +61.9% | +3,178.8% | +2,459.1% |
| 10Y | +2,760.3% | +316.0% | +2,444.3% | +1,321.1% |
| All | +3,231.7% | +4,542.2% | -1,310.5% | +572.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling