+1,338.3%
CLS vs EXPE
+727.6%
+610.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +2.0% |
| 7D | -22.2% | -9.3% | -12.8% | -20.3% |
| 30D | -44.4% | +0.1% | -44.5% | -45.1% |
| 3M | -34.3% | -15.3% | -19.0% | -32.4% |
| 6M | -50.1% | +5.5% | -55.5% | -52.5% |
| YTD | -30.1% | -8.0% | -22.1% | -32.2% |
| 1Y | -39.3% | +18.9% | -58.2% | -46.4% |
| 3Y | +732.7% | +135.5% | +597.2% | +472.4% |
| 5Y | +1,777.2% | +44.3% | +1,732.9% | +1,338.4% |
| 10Y | +1,645.6% | +117.7% | +1,527.9% | +974.9% |
| All | +1,338.3% | +727.6% | +610.7% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling