+2,073.6%
CLS vs EXPE
+851.4%
+1,222.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | +4.6% | -9.5% | +14.1% | +7.7% |
| 30D | -13.9% | -6.6% | -7.3% | -12.3% |
| 3M | -26.6% | +31.4% | -57.9% | -33.4% |
| 6M | +15.4% | +35.2% | -19.8% | +2.9% |
| YTD | +5.7% | +5.8% | -0.1% | 0.0% |
| 1Y | +41.1% | +38.7% | +2.4% | +20.5% |
| 3Y | +1,228.6% | +175.8% | +1,052.8% | +781.6% |
| 5Y | +3,240.6% | +111.8% | +3,128.8% | +2,202.3% |
| 10Y | +2,760.3% | +179.7% | +2,580.6% | +1,562.2% |
| All | +2,073.6% | +851.4% | +1,222.2% | +427.1% |
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