+24.9%
CLX vs EXPD
+334.2%
-309.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.9% | +5.0% |
| 7D | +17.4% | -5.5% | +22.9% | +18.6% |
| 30D | +27.8% | -1.9% | +29.6% | +28.1% |
| 3M | +3.0% | +6.1% | -3.1% | +1.7% |
| 6M | +17.5% | +21.6% | -4.1% | +12.9% |
| YTD | +10.0% | +27.9% | -17.9% | +3.9% |
| 1Y | +3.3% | +39.4% | -36.1% | -4.2% |
| 3Y | -10.1% | +72.7% | -82.8% | -21.4% |
| 5Y | -23.7% | +60.3% | -84.0% | -33.3% |
| 10Y | +24.9% | +332.6% | -307.7% | -9.4% |
| All | +24.9% | +334.2% | -309.3% | -9.4% |
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