+1,751.5%
CLS vs EXPE
+119.8%
+1,631.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | -10.6% | -13.3% | +2.8% | -6.8% |
| 30D | -38.4% | -5.5% | -33.0% | -38.1% |
| 3M | -29.9% | -16.5% | -13.4% | -27.4% |
| 6M | -40.6% | +13.1% | -53.7% | -45.1% |
| YTD | -24.6% | -8.0% | -16.6% | -27.0% |
| 1Y | -30.8% | +1.1% | -31.9% | -35.3% |
| 3Y | +811.7% | +131.2% | +680.6% | +493.7% |
| 5Y | +1,838.4% | +39.8% | +1,798.7% | +1,339.5% |
| 10Y | +1,751.5% | +118.5% | +1,633.0% | +819.8% |
| All | +1,751.5% | +119.8% | +1,631.7% | +819.8% |
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