+838.1%
CLS vs EXPE
+121.7%
+716.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.2% |
| 7D | +16.3% | -0.5% | +16.8% | +16.4% |
| 30D | -25.7% | -6.1% | -19.6% | -25.2% |
| 3M | -30.9% | -21.3% | -9.6% | -28.2% |
| 6M | -35.5% | +19.0% | -54.5% | -39.5% |
| YTD | -18.7% | -8.4% | -10.3% | -19.4% |
| 1Y | -17.9% | -2.8% | -15.1% | -20.3% |
| 3Y | +838.1% | +120.8% | +717.3% | +525.2% |
| All | +838.1% | +121.7% | +716.4% | +525.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling