+35.1%
CLS vs EXPE
+28.7%
+6.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -7.9% | +13.5% | +5.2% |
| 7D | +12.8% | -9.8% | +22.5% | +12.2% |
| 30D | +3.8% | -11.5% | +15.3% | +3.2% |
| 3M | -14.6% | +21.7% | -36.3% | -14.0% |
| 6M | +32.2% | +10.4% | +21.9% | +32.2% |
| YTD | +11.6% | -2.5% | +14.2% | +11.6% |
| 1Y | +35.1% | +27.3% | +7.7% | +43.9% |
| All | +35.1% | +28.7% | +6.3% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling