+732.7%
CLS vs EXPE
+131.0%
+601.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +1.3% |
| 7D | -22.2% | -9.3% | -12.8% | -20.9% |
| 30D | -44.4% | +0.1% | -44.5% | -44.7% |
| 3M | -34.3% | -15.3% | -19.0% | -32.9% |
| 6M | -50.1% | +5.5% | -55.5% | -51.8% |
| YTD | -30.1% | -8.0% | -22.1% | -30.8% |
| 1Y | -39.3% | +18.9% | -58.2% | -45.2% |
| 3Y | +732.7% | +135.5% | +597.2% | +454.9% |
| All | +732.7% | +131.0% | +601.8% | +454.9% |
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 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