+31.8%
CLX vs EXPD
+335.0%
-303.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +9.5% | +5.5% | +4.0% | +8.4% |
| 30D | +30.7% | -0.8% | +31.5% | +30.8% |
| 3M | +4.2% | +4.1% | +0.1% | +3.3% |
| 6M | +22.1% | +25.7% | -3.6% | +16.5% |
| YTD | +14.1% | +31.4% | -17.3% | +7.1% |
| 1Y | +10.3% | +42.2% | -31.9% | +1.9% |
| 3Y | -7.8% | +77.2% | -85.0% | -19.8% |
| 5Y | -20.8% | +61.0% | -81.8% | -30.8% |
| All | +31.8% | +335.0% | -303.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling