+3,038.3%
CLS vs EXPE
+153.6%
+2,884.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +20.1% | -11.5% | +31.6% | +24.6% |
| 30D | +6.0% | -13.1% | +19.1% | +10.2% |
| 3M | -10.3% | +18.1% | -28.4% | -16.6% |
| 6M | +24.5% | +13.3% | +11.2% | +16.9% |
| YTD | +12.9% | -3.2% | +16.1% | +9.3% |
| 1Y | +36.7% | +26.1% | +10.5% | +17.9% |
| 3Y | +1,328.1% | +151.7% | +1,176.4% | +813.3% |
| 5Y | +3,682.3% | +88.3% | +3,594.0% | +2,437.7% |
| 10Y | +3,038.3% | +158.0% | +2,880.3% | +1,425.9% |
| All | +3,038.3% | +153.6% | +2,884.7% | +1,425.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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