-35.3%
CLS vs EXPE
-0.5%
-34.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | -10.6% | -13.3% | +2.8% | -10.4% |
| 30D | -38.4% | -5.5% | -33.0% | -38.0% |
| 3M | -29.9% | -16.5% | -13.4% | -29.4% |
| 6M | -40.6% | +13.1% | -53.7% | -40.8% |
| YTD | -24.6% | -8.0% | -16.6% | -23.3% |
| All | -35.3% | -0.5% | -34.8% | -35.4% |
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