+2,029.3%
CLS vs EXPE
+126.2%
+1,903.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.4% |
| 7D | +23.5% | -4.2% | +27.7% | +25.2% |
| 30D | -28.9% | -4.5% | -24.4% | -28.8% |
| 3M | -25.2% | -19.7% | -5.5% | -21.5% |
| 6M | -32.1% | +18.3% | -50.4% | -38.1% |
| YTD | -14.1% | -7.3% | -6.7% | -17.0% |
| 1Y | -24.1% | -3.9% | -20.2% | -27.7% |
| 3Y | +897.0% | +123.0% | +774.0% | +558.5% |
| 5Y | +2,089.9% | +47.9% | +2,042.0% | +1,492.2% |
| All | +2,029.3% | +126.2% | +1,903.2% | +925.6% |
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