+5.9%
CLX vs EXPD
+39.7%
-33.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.9% | +5.3% |
| 7D | +17.4% | -5.5% | +22.9% | +17.9% |
| 30D | +27.8% | -1.9% | +29.6% | +27.8% |
| 3M | +3.0% | +6.1% | -3.1% | +2.1% |
| 6M | +17.5% | +21.6% | -4.1% | +15.4% |
| YTD | +10.0% | +27.9% | -17.9% | +5.7% |
| All | +5.9% | +39.7% | -33.8% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling